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Zero noise limits using local times


 
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1. Title Title of document Zero noise limits using local times
 
2. Creator Author's name, affiliation, country Dario Trevisan; Scuola Normale Superiore; Italy
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Peano phenomena ; SDEs ; local time
 
3. Subject Subject classification 60H10; 34A12; 60J55; 60J65
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-04-30
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2587
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2587
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
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