A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise

DOI10.1007/s10959-007-0099-5zbMath1144.60025arXivmath/0611852OpenAlexW3098289094MaRDI QIDQ2471619

Brice Franke

Publication date: 18 February 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611852

zbMATH Keywords

Gaussian processesasymptotic relative efficiencycentral limit theoremscore testsstrong approximationmoderate deviationsasymptotic optimalitynonparametric testingweak limit theoremsasymptotic behaviour of statisticsdata driven testsweak and strong invariance principle

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

Related Items

Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise ⋮ Periodic Homogenization of Nonlocal Operators with a Convolution-Type Kernel ⋮ Homogenization of non-symmetric jump processes ⋮ Large time behavior of periodic viscosity solutions for uniformly parabolic integro-differential equations ⋮ Periodic homogenization of a Lévy-type process with small jumps ⋮ Stochastic homogenization of convolution type operators ⋮ Homogenization of random transport along periodic two-dimensional flows ⋮ Critical Homogenization of SDEs Driven by a Levy Process in Random Medium ⋮ Homogenization of Lévy-type Operators with Oscillating Coefficients ⋮ Periodic homogenization of nonsymmetric Lévy-type processes ⋮ Scaling limits for symmetric Itô-Lévy processes in random medium

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