Zero noise limits using local times
Probability
2013-01-29 v1
Abstract
We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only.
Keywords
Cite
@article{arxiv.1301.6510,
title = {Zero noise limits using local times},
author = {Dario Trevisan},
journal= {arXiv preprint arXiv:1301.6510},
year = {2013}
}