Functional central limit theorem for superdiffusive SDEs with stable noise

Aleksandar Mijatović; Andrey Yurievich Pilipenko; Isao Sauzedde

doi:10.48550/arxiv.2602.20607

Functional central limit theorem for superdiffusive SDEs with stable noise

arXiv (Cornell University) 2026 Preprint Open access

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Authors: Aleksandar Mijatović, Andrey Yurievich Pilipenko, Isao Sauzedde

DOI: 10.48550/arxiv.2602.20607

Cited by: 0

Abstract

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

Fields of Study & Subjects

Stochastic processes and financial applications Fractional Differential Equations Solutions Stochastic processes and statistical mechanics

Publication details

Journal / source: arXiv (Cornell University)
Publication date: 24 February 2026
Language: EN
Document type: Preprint