Fluctuation Limits of the Single Point Catalytic Super-stable Processes

• 作 者: Li WANG
• 机 构: School of Sciences,Beijing University of Chemical Technology,
• 出 处: Acta Mathematica Sinica
• 发表日期: 2014年01期
• 关键词: Super-stable process single point catalyst fluctuation limit Langevin equation

We prove a fluctuating limit theorem of a sequence of super-stable processes overR 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.

We prove a fluctuating limit theorem of a sequence of super-stable processes over R with a single point catalyst. Weak link 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.