Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise (Q894159)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6514483
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise |
scientific article; zbMATH DE number 6514483 |
Statements
Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise (English)
0 references
27 November 2015
0 references
non-linear Langevin type equation
0 references
stochastic differential equation
0 references
\(\alpha\)-stable Lévy process
0 references
Brownian motion
0 references
scaling limit
0 references
functional central limit theorem
0 references
martingales
0 references
exponential ergodic processes
0 references
Lyapunov function
0 references
0.8022407293319702
0 references
0.7623480558395386
0 references
0.7588180303573608
0 references
0.743228554725647
0 references
