On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes (Q6151511): Difference between revisions

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Latest revision as of 09:09, 28 August 2024

scientific article; zbMATH DE number 7814885
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English
On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes
scientific article; zbMATH DE number 7814885

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    On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes (English)
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    11 March 2024
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    \(\alpha\)-stable Lévy process
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    tightness
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    rate of weak convergence
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    backforward Kolmogorov equation
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