Abstract
Edward Nelson derived Brownian motion from the Ornstein–Uhlenbeck theory by a scaling limit. Previously we extended the scaling limit to an Ornstein–Uhlenbeck process driven by an $\alpha$-stable Lévy process. In this paper we extend the scaling result to $\alpha$-stable Lévy processes in the presence of a nonlinear drift, an external field of force in physical terms.
Citation
H. Al-Talibi. "Differentiable approximation of diffusion equations driven by $\alpha$-stable Lévy noise." Braz. J. Probab. Stat. 27 (4) 544 - 552, November 2013. https://doi.org/10.1214/11-BJPS180
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