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In this paper we study zero-noise limits of $alpha -$stable noise perturbed ODEs which are driven by an irregular vector field $A$ with asymptotics $% A(x)sim overline{a}(frac{x}{leftvert xrightvert })leftvert xrightvert ^{beta -1}x$ at zero, where $overline{a}>0$ is a continuous function and $beta in (0,1)$. The results established in this article can be considered a generalization of those in the seminal works of Bafico cite% {Ba} and Bafico, Baldi cite{BB} to the multi-dimensional case. Our approach for proving these results is inspired by techniques in cite% {PP_self_similar} and based on the analysis of an SDE for $tlongrightarrow infty $, which is obtained through a transformation of the perturbed ODE.
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. However the mult
In this paper we solve a selection problem for multidimensional SDE $d X^varepsilon(t)=a(X^varepsilon(t)) d t+varepsilon sigma(X^varepsilon(t)), d W(t)$, where the drift and diffusion are locally Lipschitz continuous outside of a fixed hyperplane
In the late seventies, Clark [In Communication Systems and Random Process Theory (Proc. 2nd NATO Advanced Study Inst., Darlington, 1977) (1978) 721-734, Sijthoff & Noordhoff] pointed out that it would be natural for $pi_t$, the solution of the stocha
We study the limit behavior of differential equations with non-Lipschitz coefficients that are perturbed by a small self-similar noise. It is proved that the limiting process is equal to the maximal solution or minimal solution with certain probabili
In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as the local time of the unknown