Fluctuation limits of the single point catalytic super-stable processes (Q2440489): Difference between revisions

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.