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arXiv · 1303.6795

Peano phenomenon for stochastic equations with local time

Ivan H. Krykun
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Abstract

We investigate weak convergence of measures generated by solutions of stochastic equations with local time and small diffusion while the last one tends to zero. In case the correspondent ordinary differential equation has infinitely many solutions we prove that limit measure concentrated with some weights on its extreme solutions. Formulae for weights are obtained.

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Ivan H. Krykun. 2013-03-27. Peano phenomenon for stochastic equations with local time. https://arxiv.org/abs/1303.6795

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