Small Noise Perturbations in Multidimensional Case
Probability
2025-01-20 v2
Abstract
In this paper we study zero-noise limits of stable noise perturbed ODE's which are driven by an irregular vector field with asymptotics at zero, where is a continuous function and . The results established in this article can be considered a generalization of those in the seminal works of Bafico \cite{Ba} and Bafico, Baldi \cite{BB} to the multi-dimensional case. Our approach for proving these results is inspired by techniques in \cite% {PP_self_similar} and based on the analysis of an SDE for , which is obtained through a transformation of the perturbed ODE.
Cite
@article{arxiv.2106.09935,
title = {Small Noise Perturbations in Multidimensional Case},
author = {Andrey Pilipenko and Frank Norbert Proske},
journal= {arXiv preprint arXiv:2106.09935},
year = {2025}
}
Comments
30 pages