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regular seminar Ilya Pavlyukevich (Friedrich Schiller University Jena)
at: 16:00 - 17:00 KCL, Strand room: Strand Building S4.29 abstract: | We study solutions of the irregular Stratonovich SDE $dX = X|^\alpha \circ dB$, $\alpha\in (0, 1)$. 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.
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