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
2013-01-01
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.File in questo prodotto:
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