On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes

DOI10.1142/s0219493723400063arXiv2302.08693OpenAlexW4387405272MaRDI QIDQ6151511

Xian-Ming Liu, Ting Li, Hongbo Fu

Publication date: 11 March 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.08693

zbMATH Keywords

tightness\(\alpha\)-stable Lévy processrate of weak convergencebackforward Kolmogorov equation

Mathematics Subject Classification ID

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

Cites Work

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