Аннотация:
We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of the distance between two solutions starting from different points is studied. We find a sufficient condition for the exponential decay of the distance if the drift does not satisfy a dissipative condition on a given hyperplane.
Ключевые слова:SDE with discontinuous coefficients, Long-time behavior of solutions.