Zero noise limit for singular ODE regularized by fractional noise
Probability
2026-04-07 v2 Classical Analysis and ODEs
Abstract
We consider scalar ODE with a power singularity at the origin, regularized by an additive fractional noise. We show that, as the intensity in front of the noise goes to , the solution converges to the extremal solutions to the ODE (which exit the origin instantly), and we quantify this convergence with subexponential probability estimates. This extends classical results of Bafico and Baldi in the Brownian case. The main difficulty lies in the absence of the Markov property for the system. Our methods combine a dynamical approach due to Delarue and Flandoli, with techniques from the large time analysis of fractional SDE (due in particular to Panloup and Richard).
Cite
@article{arxiv.2401.09970,
title = {Zero noise limit for singular ODE regularized by fractional noise},
author = {Łukasz Mądry and Paul Gassiat},
journal= {arXiv preprint arXiv:2401.09970},
year = {2026}
}
Comments
33 pages; version accepted at AIHP:PS