ZERO NOISE LIMIT OF A STOCHASTIC DIFFERENTIAL EQUATION INVOLVING A LOCAL TIME

Kuwada, Kazumasa; Matsumura, Taro

doi:https://doi.org/10.18910/70822

ZERO NOISE LIMIT OF A STOCHASTIC DIFFERENTIAL EQUATION INVOLVING A LOCAL TIME

Kuwada, Kazumasa; Matsumura, Taro

Osaka Journal of Mathematics, 2018, 55(4), 777-794

アクセス数:95件（2025-07-02 00:21 集計）

固定URL: https://doi.org/10.18910/70822

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タイトル	ZERO NOISE LIMIT OF A STOCHASTIC DIFFERENTIAL EQUATION INVOLVING A LOCAL TIME
著者	NRID 1000030432032 1000030432032 著者名 Kuwada, Kazumasa
著者	著者名 Matsumura, Taro
抄録	This paper studies the zero noise limit for the solution of a class of one-dimensional stochastic differential equations involving local time with irregular drift. These solutions are expected to approach one of the solutions to the ordinary differential equation formally obtained by cutting off the noise term. By determining the limit, we reveal that the presence of the local time really affects the asymptotic behavior, while it is observed only when intensity of the drift term is close to symmetric around the irregular point. Related with this problem, we also establish the Wentzel-Freidlin type large deviation principle.
出版者	Osaka University and Osaka City University, Departments of Mathematics
収録物名	Osaka Journal of Mathematics
巻(号)	55(4)
ページ	777-794
刊行年月	2018-10
言語	英語
ハンドルURL	https://hdl.handle.net/11094/70822
DOI	https://doi.org/10.18910/70822
PISSN	00306126
NCID	AA00765910
アクセス権	open access
出版タイプ	Version of Record
カテゴリ	紀要論文 Departmental Bulletin Paper
カテゴリ	Osaka Journal of Mathematics / Volume 55, Number 4 （2018-10）

資源タイプ	紀要論文
ローカル資源タイプ	紀要論文
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Osaka Journal of Mathematics. 2018, 55(4), p. 777-794
DC.title	ZERO NOISE LIMIT OF A STOCHASTIC DIFFERENTIAL EQUATION INVOLVING A LOCAL TIME
DC.creator	Kuwada, Kazumasa
DC.creator	Matsumura, Taro
DC.publisher	Osaka University and Osaka City University, Departments of Mathematics
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2018-10
DCTERMS.abstract	This paper studies the zero noise limit for the solution of a class of one-dimensional stochastic differential equations involving local time with irregular drift. These solutions are expected to approach one of the solutions to the ordinary differential equation formally obtained by cutting off the noise term. By determining the limit, we reveal that the presence of the local time really affects the asymptotic behavior, while it is observed only when intensity of the drift term is close to symmetric around the irregular point. Related with this problem, we also establish the Wentzel-Freidlin type large deviation principle.
DC.identifier	10.18910/70822
DC.format	70822
citation_title	ZERO NOISE LIMIT OF A STOCHASTIC DIFFERENTIAL EQUATION INVOLVING A LOCAL TIME
citation_author	Kuwada, Kazumasa
citation_author	Matsumura, Taro
citation_publisher	Osaka University and Osaka City University, Departments of Mathematics
citation_language	英語
citation_date	2018-10
citation_journal_title	Osaka Journal of Mathematics
citation_volume	55
citation_issue	4
citation_firstpage	777
citation_lastpage	794
citation_public_url	https://hdl.handle.net/11094/70822
citation_doi_detail	10.18910/70822
citation_doi	https://doi.org/10.18910/70822

ZERO NOISE LIMIT OF A STOCHASTIC DIFFERENTIAL EQUATION INVOLVING A LOCAL TIME

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