Zero noise limits using local times

نویسنده

  • Dario Trevisan
چکیده

We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Performance Analysis Of Mono-bit Digital Instantaneous Frequency Measurement (Difm) Device

Instantaneous Frequency Measurement (IFM) devices are the essential parts of anyESM, ELINT, and RWR receiver. Analog IFMs have been used for several decades. However, thesedevices are bulky, complex and expensive. Nowadays, there is a great interest in developing a wideband, high dynamic range, and accurate Digital IFMs. One Digital IFM that has suitably reached allthese requirements is mono-bi...

متن کامل

Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times

Abstract. In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force constructed through an infinite dimensional Gaussian noise process. We study the limit as the particle relaxation time as well as the correlation ti...

متن کامل

A Phase Noise Reduction Technique in LC Cross-coupled Oscillators with Adjusting Transistors Operating Regions

In this paper, an intuitive analysis of a phase noise reduction technique is done, and then a modified structure is proposed to achieve higher phase noise reduction than the original one. This method reduces the impact of noise sources on the phase noise by decreasing closed-loop gain in zero-crossings points and moving this high closed-loop gain to the non-zero-crossings points. This reduction...

متن کامل

Application of surface-derived attributes in determining boundaries of potential-field sources

This paper describes an edge detection method based on surface-derived attributes. The surface-derived attributes are widely used in the interpretation ofseismic datain two main categories: (1) derivative attributes including the dip angle and the azimuth; (2) derivative attributes including curvature attributes.    In general, the magnitude of the normal curvature of a surface (curvature attri...

متن کامل

Asymmetric motion in a double-well under the action of zero-mean Gaussian white noise and periodic forcing

Residence times of a particle in both the wells of a double-well system, under the action of zero-mean Gaussian white noise and zero-averaged but temporally asymmetric periodic forcings, are recorded in a numerical simulation. The difference between the relative mean residence times in the two wells shows monotonic variation as a function of asymmetry in the periodic forcing and for a given asy...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013