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arXiv · 2511.18461

Limiting behavior of inertial manifolds for stochastic differential equations driven by non-Gaussian Levy noise

Longyu Wu·Ji Shu
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Abstract

In this paper, we study the limiting behavior for stochastic differential equations driven by non-Gaussian alpha-stable Levy noise as alpha approaches 2. We first prove the convergence of solutions for system driven by alpha-stable Levy noise to those of the system driven by Brownian motion. Then we construct the C^1 inertial manifolds for both systems and show that these inertial manifolds converge in probability as alpha rightarrow2.

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Longyu Wu, Ji Shu. 2025-11-23. Limiting behavior of inertial manifolds for stochastic differential equations driven by non-Gaussian Levy noise. https://arxiv.org/abs/2511.18461

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