Calculus of Variations and Geometric Measure Theory

D. Trevisan

Zero noise limits using local times

created by trevisan on 10 Jun 2017



Inserted: 10 jun 2017

Year: 2013

ArXiv: 1301.6510 PDF


We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only.