Authors
Ilya Pavlyukevich, Andrey Pilipenko
Publication date
2020/1/1
Volume
25
Pages
1-14
Description
We revisit the zero-noise Peano selection problem for Lévy-driven stochastic differential equation considered in [Pilipenko and Proske, Statist. Probab. Lett., 132:62–73, 2018] and show that the selection phenomenon pertains in the multiplicative noise setting and is robust with respect to certain perturbations of the irregular drift and of the small jumps of the noise.
Total citations
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