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Principle Seminar of the Department of Probability Theory, Moscow State University
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On the Heterogeneous diffusion process I. E. Pavlyukevich Friedrich Schiller University of Jena |
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Abstract: We consider a Stratonovich stochastic differential equation. We determine solutions of the irregular/singular Stratonovich SDE This is joint work with G. Shevchenko (Kyiv University), http://arxiv.org/abs/1812.053245324 |