English

On the zero-noise limit for SDE's singular at the initial time

Probability 2025-12-01 v2 Analysis of PDEs Classical Analysis and ODEs

Abstract

We investigate the zero-noise limit for SDE's driven by Brownian motion with a divergence-free drift singular at the initial time and prove that a unique probability measure concentrated on the integral curves of the drift is selected. More precisely, we prove uniqueness of the zero-noise limit for divergence-free drifts in Lloc1((0,T];BV(Td;Rd))Lq((0,T);Lp(Td;Rd))L^1_{loc}((0,T];BV(\mathbb{T}^d;\mathbb{R}^d))\cap L^q((0,T);L^p(\mathbb{T}^d;\mathbb{R}^d)) where pp and qq satisfy a Prodi-Serrin condition. The vector field constructed by Depauw [C. R. Acad. Sci. Paris, 2003] lies in this class and we show that for almost every intial datum, the zero-noise limit selects a probability measure concentrated on several distinct integral curves of this vector field.

Cite

@article{arxiv.2503.22905,
  title  = {On the zero-noise limit for SDE's singular at the initial time},
  author = {Jules Pitcho},
  journal= {arXiv preprint arXiv:2503.22905},
  year   = {2025}
}
R2 v1 2026-06-28T22:38:43.510Z