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20192023
most citedOn automatic calibration of the SIRD epidemiological model for COVID-19 data in Poland

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math.PR2020

Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps

Paweł Przybyłowicz, Michaela Szölgyenyi, Fanhui Xu

In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.