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pro vyhledávání: '"Gallay, Samuel"'
Autor:
Butkovsky, Oleg, Gallay, Samuel
We study a multidimensional stochastic differential equation with additive noise: $$ d X_t=b(t, X_t) dt +d \xi_t, $$ where the drift $b$ is integrable in space and time, and $\xi$ is either a fractional Brownian motion or an $\alpha$-stable process.
Externí odkaz:
http://arxiv.org/abs/2311.12013
