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Article Dans Une Revue Probability and Mathematical Statistics Année : 2020

DISTRIBUTION TAILS FOR SOLUTIONS OF SDE DRIVEN BY AN ASYMMETRIC STABLE LÉVY PROCESS

Résumé

The behaviour of the tails of the invariant distribution for stochastic differential equations driven by an asymmetric stable Lévy process is obtained. One generalizes a result by Samorodnitski and Grigoriu [8] where the stable driven noise was supposed symmetric. 2010
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Dates et versions

hal-02355349 , version 1 (08-11-2019)

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Richard Eon, Mihai Gradinaru. DISTRIBUTION TAILS FOR SOLUTIONS OF SDE DRIVEN BY AN ASYMMETRIC STABLE LÉVY PROCESS. Probability and Mathematical Statistics, 2020, 40 (2), pp.317-330. ⟨10.19195/0208-4147⟩. ⟨hal-02355349⟩
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