A stable limit theorem for SDEs driven by multiplicative $\alpha$-stable processes

Kun Yin

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arXiv · 2609.01520

A stable limit theorem for SDEs driven by multiplicative $\alpha$-stable processes

Kun Yin

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Abstract

We derive a stable limit theorem for stochastic differential equations driven by multiplicative $\alpha$-stable processes. A key ingredient is the $L^1$-exponential contractivity estimate for the SDEs. The limiting process is a non-degenerate symmetric $\alpha$-stable process with an averaged L\'evy measure.

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Kun Yin. 2026-09-01. A stable limit theorem for SDEs driven by multiplicative $\alpha$-stable processes. https://arxiv.org/abs/2609.01520

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