A solution selection problem with small symmetric stable perturbations

Abstract

The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha$-stable process. It is proved that extremal solutions are selected and the respective probability of selection is computed. For this purpose an exit time problem from the half-line, which is of interest in its own right, is formulated and studied by means of a suitable decomposition in small and large jumps adapted to the singular drift.

References in corpus (2)

• Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction
• Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed Lévy type noise

Cited by in corpus (1)

• On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise