A solution selection problem with small symmetric stable perturbations
Probability
2014-09-16 v3
Abstract
The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an -stable process. It is proved that extremal solutions are selected and the respective probability of selection is computed. For this purpose an exit time problem from the half-line, which is of interest in its own right, is formulated and studied by means of a suitable decomposition in small and large jumps adapted to the singular drift.
Keywords
Cite
@article{arxiv.1407.3469,
title = {A solution selection problem with small symmetric stable perturbations},
author = {Franco Flandoli and Michael Högele},
journal= {arXiv preprint arXiv:1407.3469},
year = {2014}
}