Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise

DOI10.1214/11-BJPS180zbMath1320.60122MaRDI QIDQ470380

H. Al-Talibi

Publication date: 12 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1378729986

zbMATH Keywords

Ornstein-Uhlenbeck processdiffusion equationsscaling limits\(\alpha\)-stable Lévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stable stochastic processes (60G52)

Cites Work

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