Zero noise limits using local times

DOI10.1214/ECP.v18-2587zbMath1329.60197arXiv1301.6510WikidataQ62043501 ScholiaQ62043501MaRDI QIDQ742994

Dario Trevisan

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6510

zbMATH Keywords

stochastic differential equations; local times; Peano phenomena; zero noise limits

Mathematics Subject Classification ID

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

34F05: Ordinary differential equations and systems with randomness

60J55: Local time and additive functionals

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