On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients

DOI10.1007/s11253-021-01865-7zbMath1470.34152arXiv2007.10911OpenAlexW3093825027MaRDI QIDQ2026651

Alexei M. Kulik, Andrey Yu. Pilipenko

Publication date: 20 May 2021

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.10911

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Asymptotic properties of solutions to ordinary differential equations (34D05) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Peano phenomenon for Itō equations
• The transition point in the zero noise limit for a 1D Peano example
• Zero noise limits using local times
• On limiting values of stochastic differential equations with small noise intensity tending to zero
• Zero-noise solutions of linear transport equations without uniqueness: An example
• On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
• A new Markov selection procedure for degenerate diffusions
• Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise
• Ergodic behavior of Markov processes. With applications to limit theorems
• Phénomène de Peano et grandes déviations
• Noise Prevents Collapse of Vlasov-Poisson Point Charges
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• Small random perturbations of peano phenomena
• On a selection problem for small noise perturbation in the multidimensional case
• A stochastic selection principle in case of fattening for curvature flow

This page was built for publication: On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients