Gaussian asymptotics for a non-linear Langevin type equation driven by an \(\alpha\)-stable Lévy noise (Q894159)
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scientific article; zbMATH DE number 6514483
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| 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)
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27 November 2015
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non-linear Langevin type equation
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stochastic differential equation
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\(\alpha\)-stable Lévy process
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Brownian motion
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scaling limit
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functional central limit theorem
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martingales
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exponential ergodic processes
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Lyapunov function
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0.8022407293319702
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0.7623480558395386
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0.7588180303573608
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0.743228554725647
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