Functional central limit theorem for superdiffusive SDEs with stable noise

Aleksandar Mijatović; Andrey Pilipenko; Isao Sauzedde

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arXiv · 2602.20607

Functional central limit theorem for superdiffusive SDEs with stable noise

Aleksandar Mijatović·Andrey Pilipenko·Isao Sauzedde

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Abstract

This paper establishes a functional stable central limit theorem for a class of superdiffusive solutions to stochastic differential equations driven by an $\alpha$-stable process.

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Aleksandar Mijatović, Andrey Pilipenko, Isao Sauzedde. 2026-02-24. Functional central limit theorem for superdiffusive SDEs with stable noise. https://arxiv.org/abs/2602.20607

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