Peano phenomenon for stochastic equations with local time

zbMATH Open1289.60100arXiv1303.6795MaRDI QIDQ5395768

I. H. Krykun

Publication date: 17 February 2014

Abstract: We investigate weak convergence of measures generated by solutions of stochastic equations with local time and small diffusion while the last one tends to zero. In case the correspondent ordinary differential equation has infinitely many solutions we prove that limit measure concentrated with some weights on its extreme solutions. Formulae for weights are obtained.

Full work available at URL: https://arxiv.org/abs/1303.6795

zbMATH Keywords

Cauchy problemstochastic equationPeano phenomenon

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Generalized Peano problem with Lévy noise

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