PreprintCC BY 4.0arXiv
A stable limit theorem for SDEs driven by multiplicative α-stable processes
Abstract
We derive a stable limit theorem for stochastic differential equations driven by multiplicative α-stable processes. A key ingredient is the L1-exponential contractivity estimate for the SDEs. The limiting process is a non-degenerate symmetric α-stable process with an averaged Lévy measure.
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BibTeX
@misc{yin2026stable,
title = {{A stable limit theorem for SDEs driven by multiplicative $α$-stable processes}},
author = {Kun Yin},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.01520},
eprint = {2609.01520},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.01520},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - A stable limit theorem for SDEs driven by multiplicative α-stable processes
AU - Kun Yin
PY - 2026
DA - 2026/09/01
PB - arXiv
DO - 10.48550/arxiv.2609.01520
UR - https://arxiv.org/abs/2609.01520
AB - We derive a stable limit theorem for stochastic differential equations driven by multiplicative α-stable processes. A key ingredient is the L^1-exponential contractivity estimate for the SDEs. The limiting process is a non-degenerate symmetric α-stable process with an averaged Lévy measure.
ER -