scientific article; zbMATH DE number 7367469

zbMath1472.60095MaRDI QIDQ4999839

Richard Eon, Mihai Gradinaru

Publication date: 2 July 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationstationary distributiontail behaviourergodic processesasymmetric stable Lévy noise

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Moment bounds for dissipative semimartingales with heavy jumps

Cites Work

• Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise
• Exponential ergodicity of the solutions to SDE's with a jump noise
• Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.
• An Extremal Problem in Probability Theory
• Asymmetric Lévy flights in nonhomogeneous environments
• Lévy Processes and Stochastic Calculus
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