Small Noise Perturbations in Multidimensional Case

MaRDI QIDQ6370639zbMATH OpenFDO

Authors Andrey Yu. Pilipenko, F. Proske

Publication date 18 June 2021

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: In this paper we study zero-noise limits of $alpha-$stable noise perturbed ODE's which are driven by an irregular vector field $A$ with asymptotics $$ at zero, where $overlinea>0$ is a continuous function and $$. The results established in this article can be considered a generalization of those in the seminal works of Bafico cite% {Ba} and Bafico, Baldi cite{BB} to the multi-dimensional case. Our approach for proving these results is inspired by techniques in cite% {PP_self_similar} and based on the analysis of an SDE for $tlongrightarrowinfty$, which is obtained through a transformation of the perturbed ODE.

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