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2013 Zero noise limits using local times
Dario Trevisan
Author Affiliations +
Electron. Commun. Probab. 18: 1-7 (2013). DOI: 10.1214/ECP.v18-2587

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.

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Dario Trevisan. "Zero noise limits using local times." Electron. Commun. Probab. 18 1 - 7, 2013. https://doi.org/10.1214/ECP.v18-2587

Information

Accepted: 30 April 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1329.60197
MathSciNet: MR3056068
Digital Object Identifier: 10.1214/ECP.v18-2587

Subjects:
Primary: 60H10
Secondary: 34A12, 60J55, 60J65

JOURNAL ARTICLE
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