Heterogeneous diffusion: uniqueness, non uniqueness, and selection
Auditorio Alfonso Nápoles Gándara del Instituto de Matemáticas Área de la Investigación Científica, Circuito Exterior, Ciudad Universitaria, Coyoacán, Ciudad de México, MexicoSeminario de Probabilidad y Procesos Estocásticos de la UNAM Resumen We study solutions of the irregular Stratonovich SDE. In particular we construct solutions spending positive time in 0, describe solutions,spending zero time in 0, and show how a particular physically natural solution can be singled out by means of an additional external ambient noise. This […]