The transition point in the zero noise limit for a 1D Peano example
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Publication:476469
DOI10.3934/dcds.2014.34.4071zbMath1314.60113MaRDI QIDQ476469
Franco Flandoli, François Delarue
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
stochastic differential equations; non-uniqueness; singular drifts; Peano phenomena; zero-noise limit
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
34A12: Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations
60F99: Limit theorems in probability theory
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