The transition point in the zero noise limit for a 1D Peano example
Work
Year: 2014
Type: article
Abstract: The zero-noise result for Peano phenomena of Bafico and Baldi (1982) is revisited. The original proof was based on explicit solutions to the elliptic equations for probabilities of exit times. The new... more
Authors François Delarue, Franco Flandoli
Institutions Laboratoire Jean-Alexandre Dieudonné, University of Pisa
Cites: 16
Cited by: 38
Related to: 10
FWCI: 3.269
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze