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Article Dans Une Revue Discrete and Continuous Dynamical Systems - Series A Année : 2014

The transition point in the zero noise limit for a 1D Peano example

Résumé

The zero-noise result for Peano phenomena of Bafico and Baldi (1982) is revisited. The original proof was based on explicit solutions to the elliptic equations for probabilities of exit times. The new proof given here is purely dynamical, based on a direct analysis of the SDE and the relative importance of noise and drift terms. The transition point between noisy behavior and escaping behavior due to the drift is identified.
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Dates et versions

hal-00789830 , version 1 (18-02-2013)

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  • HAL Id : hal-00789830 , version 1

Citer

François Delarue, Franco Flandoli. The transition point in the zero noise limit for a 1D Peano example. Discrete and Continuous Dynamical Systems - Series A, 2014, 34, pp.4071--4084. ⟨hal-00789830⟩
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