Zero noise limits using local times

Dario Trevisan

doi:10.1214/ECP.v18-2587

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Home > Journals > Electron. Commun. Probab. > Volume 18 > Article

2013 Zero noise limits using local times

Dario Trevisan

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Dario Trevisan¹
¹Scuola Normale Superiore

Electron. Commun. Probab. 18: 1-7 (2013). DOI: 10.1214/ECP.v18-2587

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Abstract

We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only.