The zero-noise limit of SDEs with L^\infty drift
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Publication:6400554
arXiv2205.15082MaRDI QIDQ6400554FDOQ6400554
Authors: Ulrik S. Fjordholm, Markus Musch, Andrey Yu. Pilipenko 
Publication date: 30 May 2022
Abstract: We study the zero-noise limit for autonomous, one-dimensional ordinary differential equations with discontinuous right-hand sides. Although the deterministic equation might have infinitely many solutions, we show, under rather general conditions, that the sequence of stochastically perturbed solutions converges to a unique distribution on classical solutions of the deterministic equation. We provide several tools for computing this limit distribution.
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