The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes

DOI10.1080/03610926.2011.581172zbMath1315.60052arXiv1009.5934OpenAlexW2020416680WikidataQ57822054 ScholiaQ57822054MaRDI QIDQ2890080

Mohamed Erraoui, José Luís da Silva

Publication date: 8 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5934

zbMATH Keywords

weak convergenceLévy processesSkorokhod spaceuniform tightnessSDEs

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Approximations of stochastic partial differential equations

Cites Work

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