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20122022
most citedMean first exit times of Ornstein-Uhlenbeck processes in high-dimensional spaces

11 citations · 13 across the 4 of their papers we have counts for

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math.PR2016

On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise

Andrey Pilipenko, Frank Norbert Proske

We study the limit behavior of differential equations with non-Lipschitz coefficients that are perturbed by a small self-similar noise. It is proved that the limiting process is eq…