Fluctuation limits of the single point catalytic super-stable processes

Authors
Citation
Wang, Li, Fluctuation limits of the single point catalytic super-stable processes, Acta mathematica Sinica. English series (Print) , 30(1), 2014, pp. 23-34
ISSN journal
14398516
Volume
30
Issue
1
Year of publication
2014
Pages
23 - 34
Database
ACNP
SICI code
Abstract
We prove a fluctuating limit theorem of a sequence of super-stable processes over . with a single point catalyst. The weak convergence of the processes on the space of Schwartz distributions is established. The limiting process is an Ornstein-Uhlenbeck type process solving a Langevin type equation driven by a one-dimensional stable process.