Workshop
On the heterogeneous diffusion process
- Ilya Pavlyukevich (Universität Jena)
Abstract
We determine all solutions of the Stratonovich SDE $dX=|X|^{\alpha}\circ dB$, $\alpha\in(-1,1)$, which are strong Markov processes spending zero time in 0.
This is a joint work with G. Shevchenko (Kiev), arxiv.org/abs/1812.05324
