Distribution tails for solutions of SDE driven by an
asymmetric stable Lévy process
Richard Eon
Mihai Gradinaru
Abstract:
The behaviour of the tails of the invariant distribution for stochastic differential equations
driven by an asymmetric stable Lévy process is obtained. We generalize a result by Samorodnitsky and Grigoriu
where the stable driving noise was supposed to be symmetric.
2010 AMS Mathematics Subject Classification: Primary 60H10; Secondary 60G52, 60E07, 60F17.
Keywords and phrases: stochastic differential equation, asymmetric stable Lévy noise, tail behaviour, ergodic processes, stationary distribution.