The transition point in the zero noise limit for a 1D Peano example

DOI10.3934/DCDS.2014.34.4071zbMATH Open1314.60113OpenAlexW1994840865MaRDI QIDQ476469FDOQ476469

Authors François Delarue, Franco Flandoli

Publication date 2 December 2014

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcds.2014.34.4071

zbMATH Keywords

singular driftsstochastic differential equationsnon-uniquenessPeano phenomenazero-noise limit

Mathematics Subject Classification ID

Brownian motion (60J65) Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12)

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• Generalized Peano problem with Lévy noise
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Cited in

(14)

• Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions
• Weak regularization by stochastic drift: result and counter example
• Zero noise limit of a stochastic differential equation involving a local time
• On a selection problem for small noise perturbation in the multidimensional case
• Generalized Peano problem with Lévy noise
• Selection of equilibria in a linear quadratic mean-field game
• On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients
• Strong regularization by Brownian noise propagating through a weak Hörmander structure
• Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
• Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
• Heat kernel estimates for stable-driven SDEs with distributional drift
• Zero-noise dynamics after collapse for three point vortices
• A selection procedure for extracting the unique Feller weak solution of degenerate diffusions
• Well-posedness by noise for scalar conservation laws

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