Zero noise limits using local times

Dario Trevisan (Scuola Normale Superiore)

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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Pages: 1-7

Publication Date: April 30, 2013

DOI: 10.1214/ECP.v18-2587

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