| Título: | Zero noise limits using local times |
| Autores: | Trevisan, Dario; Scuola Normale Superiore |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
Peano phenomena ; SDEs ; local time 60H10; 34A12; 60J55; 60J65 |
| Descripción: | 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. |
| Idioma: | Inglés |
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