dc.date.accessioned | 2018-03-12T15:38:30Z | |
dc.date.available | 2018-12-28T23:31:29Z | |
dc.date.created | 2017-12-29T11:33:30Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Pilipenko, Andrey Proske, Frank Norbert . On a selection problem for small noise perturbation in the multidimensional case. Stochastics and Dynamics. 2017 | |
dc.identifier.uri | http://hdl.handle.net/10852/60921 | |
dc.description.abstract | The problem on identification of a limit of an ordinary differential equation with discontinuous drift that perturbed by a zero-noise is considered in multidimensional case. This problem is a classical subject of stochastic analysis, see, for example, [6, 29, 11, 20]. However the multidimensional case was poorly investigated. We assume that the drift coefficient has a jump discontinuity along a hyperplane and is Lipschitz continuous in the upper and lower half-spaces. It appears that the behavior of the limit process depends on signs of the normal component of the drift at the upper and lower half-spaces in a neighborhood of the hyperplane, all cases are considered.
Electronic version of an article published as Pilipenko, Andrey, and Frank Norbert Proske. "On a selection problem for small noise perturbation in the multidimensional case." Stochastics and Dynamics (2018): 1850045. https://doi.org/10.1142/S0219493718500454 © World Scientific Publishing Company https://www.worldscientific.com/worldscinet/sd | en_US |
dc.language | EN | |
dc.language.iso | en | en_US |
dc.publisher | World Scientific | |
dc.title | On a selection problem for small noise perturbation in the multidimensional case | en_US |
dc.type | Journal article | en_US |
dc.creator.author | Pilipenko, Andrey | |
dc.creator.author | Proske, Frank Norbert | |
cristin.unitcode | 185,15,13,0 | |
cristin.unitname | Matematisk institutt | |
cristin.ispublished | true | |
cristin.fulltext | preprint | |
cristin.fulltext | postprint | |
cristin.qualitycode | 1 | |
dc.identifier.cristin | 1532703 | |
dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastics and Dynamics&rft.volume=&rft.spage=&rft.date=2017 | |
dc.identifier.jtitle | Stochastics and Dynamics | |
dc.identifier.doi | http://dx.doi.org/10.1142/S0219493718500454 | |
dc.identifier.urn | URN:NBN:no-63549 | |
dc.type.document | Tidsskriftartikkel | en_US |
dc.type.peerreviewed | Peer reviewed | |
dc.source.issn | 0219-4937 | |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/60921/2/PilipenkoProske.pdf | |
dc.type.version | AcceptedVersion | |