@article{eon:hal-01107765,
TITLE = {Gaussian asymptotics for a non-linear Langevin type equation driven by an $\alpha$-stable L{\'e}vy noise},
AUTHOR = {Eon, Richard and Gradinaru, Mihai},
URL = {https://hal.science/hal-01107765},
JOURNAL = {Electronic Journal of Probability},
PUBLISHER = {Institute of Mathematical Statistics (IMS)},
VOLUME = {20},
NUMBER = {100},
PAGES = {19 pp.},
YEAR = {2015},
DOI = {10.1214/EJP.v20-4068},
KEYWORDS = {functional central limit theorem for martingales ; Brownian motion ; stable L{\'e}vy noise ; L{\'e}vy driven stochastic dierential equa-tion ; Lyapunov function ; non-linear Langevin type equation ; convergence in probability ; exponential ergodic processes},
PDF = {https://hal.science/hal-01107765/file/langevin-gaussien-99.pdf},
HAL_ID = {hal-01107765},
HAL_VERSION = {v1},
}
Affichage BibTex