Fluctuation limits of the single point catalytic super-stable processes (Q2440489)
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scientific article
| Language | Label | Description | Also known as |
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| English | Fluctuation limits of the single point catalytic super-stable processes |
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Fluctuation limits of the single point catalytic super-stable processes (English)
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18 March 2014
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The author proves the weak convergence of a sequence of the single point catalytic super-stable processes on the Schwartz space of rapidly decreasing functions. The limit process is an Ornstein-Uhlenbeck type process driven by a one-dimensional stable process. The convergence of finite-dimensional distributions is established by analyzing the scaling properties of a nonlinear integral equation. To check the tightness the author uses the Aldous' tightness criterion.
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super-stable process
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single point catalyst
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fluctuation limit
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Langevin equation
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