The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is a general alpha-stable process. It is proved that extremal solutions are selected and the probability of selection is computed. Detailed analysis of the characteristic
function of an exit time form on the half-line is performed, with a suitable decomposition in small and large jumps adapted to the singular drift.
| Identifer | oai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:7120 |
| Date | January 2014 |
| Creators | Flandoli, Franco, Högele, Michael |
| Publisher | Universität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik |
| Source Sets | Potsdam University |
| Language | English |
| Detected Language | English |
| Type | Preprint |
| Format | application/pdf |
| Rights | http://opus.kobv.de/ubp/doku/urheberrecht.php |
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