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Selection in the Zero-Noise Limit for High-Dimensional Diffusions with Measurable Drift
This paper investigates the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE) \begin{equation*} \mathrm{d}X_{t}^{\varepsilon }=b(X_{t}^{\varepsilon })\,\mathrm{d}t+\varepsilon \,\mathrm{d}W_{t},\quad X_{0}^{\varepsilon }=0,\qu
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