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Small Noise Perturbations in Multidimensional Case

Probability 2025-01-20 v2

Abstract

In this paper we study zero-noise limits of α\alpha -stable noise perturbed ODE's which are driven by an irregular vector field AA with asymptotics % A(x)\sim \overline{a}(\frac{x}{\left\vert x\right\vert })\left\vert x\right\vert ^{\beta -1}x at zero, where a>0\overline{a}>0 is a continuous function and β(0,1)\beta \in (0,1). 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 tt\longrightarrow \infty , 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

R2 v1 2026-06-24T03:20:49.779Z