Michael A. Högele

most citedA solution selection problem with small symmetric stable perturbations

2 citations · 4 across the 3 of their papers we have counts for

collaborators

Showing math.PRShow all

4 papers · 1 filter

math.PR2025

Large deviations for light-tailed Lévy bridges on short time scales

Michael A. Högele, Torsten Wetzel

Let $L = (L (t))_{t \geq 0}$ be a multivariate Lévy process with Lévy measure $ν (d y) = exp (- f (∣ y ∣)) d y$ for a smoothly regularly varying function $f$ of index $α > 1$ . The process $L$ …

math.PR2014★ 2 cited

A solution selection problem with small symmetric stable perturbations

Franco Flandoli, Michael Högele

The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $α$ -stable process. It is proved that…

math.PR2014

Averaging along foliated Lévy diffusions

Michael Högele, Paulo R Ruffino

This article studies the dynamics of the strong solution of a SDE driven by a discontinuous Lévy process taking values in a smooth foliated manifold with compact leaves. It is assu…

math.PR2014★ 2 cited

Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed Lévy type noise

Michael Högele, Ilya Pavlyukevich

We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors $K^{i}$ each of which supports a unique ergodic probability meas…