A new Markov selection procedure for degenerate diffusions

DOI10.1007/s10959-009-0242-6zbMath1214.60022OpenAlexW2045282631MaRDI QIDQ1960235

K. Suresh Kumar, Vivek S. Borkar

Publication date: 13 October 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0242-6

zbMATH Keywords

viscosity solutionsmall noise limitFeller processdegenerate diffusionsMarkov selection: backward Kolmogorov equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Ordinary differential equations and systems with randomness (34F05)

Related Items (7)

On a selection problem for small noise perturbation in the multidimensional case ⋮ Jitter in Piecewise-Smooth Dynamical Systems with Intersecting Discontinuity Surfaces ⋮ A selection procedure for extracting the unique Feller weak solution of degenerate diffusions ⋮ The transition point in the zero noise limit for a 1D Peano example ⋮ On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations ⋮ On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients ⋮ Metastability in stochastic replicator dynamics

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