On exponential decay of a distance between solutions of an SDE with non-regular drift

zbMath1449.60096arXiv1912.12457MaRDI QIDQ3305893

Olga Aryasova, Andrey Yu. Pilipenko

Publication date: 12 August 2020

Full work available at URL: https://arxiv.org/abs/1912.12457

zbMATH Keywords

long-time behavior of solutionsSDE with discontinuous coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40)

Related Items (1)

Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients

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