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 se- lected. The approach is completely probabilistic and relies on elementary stochastic calculus only.

Zero noise limits using local times

TREVISAN, DARIO
2013

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 se- lected. The approach is completely probabilistic and relies on elementary stochastic calculus only.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/750152
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