TY  - INPR
A1  - Flandoli, Franco
A1  - Högele, Michael
T1  - A solution selection problem with small stable perturbations
N2  - 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.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3 (2014) 8 
KW  - stochastic differential equations
KW  - singular drifts
KW  - zero-noise limit
KW  - Peano phenomena
KW  - non-uniqueness
Y1  - 2014
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/6864
UR  - https://nbn-resolving.org/urn:nbn:de:kobv:517-opus-71205
SN  - 2193-6943
VL  - 3
IS  - 8
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  -