In this paper, we study properties of solutions to stochastic differential equations with Sobolev diffusion coefficients and singular drifts. The properties we study include stability with respect to ...

Stochastic processes provide a mathematical framework to describe systems evolving under intrinsic randomness, while anomalous diffusion refers to the deviation from classical Brownian motion where ...

This is a preview. Log in through your library . Abstract This article presents a new modeling strategy in functional data analysis. We consider the problem of estimating an unknown smooth function ...