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Autores principales: Mo, Yingjun, Wang, Yu
Formato: Preprint
Publicado: 2025
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Acceso en línea:https://arxiv.org/abs/2504.21430
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author Mo, Yingjun
Wang, Yu
author_facet Mo, Yingjun
Wang, Yu
contents Stochastic differential equations (SDEs) without global Lipschitz drift often demonstrate unusual phenomena. In this paper, we consider the following SDE on $\mathbb R^d$: \begin{align*} \mathrm{d} \mathbf{X}_t=\mathbf{b}(\mathbf{X}_t) \mathrm{d} t+ \mathrm{d}\mathbf{Z}_t, \quad \mathbf{X}_0=\mathbf{x} \in \mathbb{R}^d, \end{align*} where $\mathbf{Z}_t$ is the rotationally symmetric $α$-stable process with $α\in(1,2)$ and $\mathbf{b}:\mathbb{R}^d \rightarrow \mathbb{R}^d$ is a differentiable function satisfying the following condition: there exist some $θ\ge 0$, and $K_1 , K_2 , L>0$, so that $$\langle \mathbf{b}(\mathbf{x})-\mathbf{b}(\mathbf{y}), \mathbf{x}-\mathbf{y}\rangle \leqslant K_1 |\mathbf{x}-\mathbf{y}|^2, \ \ \forall \ \ |\mathbf{x}-\mathbf{y}| \leqslant L, $$ $$\langle \mathbf{b}(\mathbf{x})-\mathbf{b}(\mathbf{y}), \mathbf{x}-\mathbf{y}\rangle \leqslant -K_2 |\mathbf{x}-\mathbf{y}|^{2+θ}, \ \ \forall \ \ |\mathbf{x}-\mathbf{y}| > L.$$ Under this assumption, the SDE admits a unique invariant measure $μ$. We investigate the normal central limit theorem (CLT) of the empirical measures $$ \mathcal{E}_t^\mathbf{x}(\cdot)=\frac{1}{t} \int_0^t δ_{\mathbf{X}_s }(\cdot) \mathrm{d} s, \ \ \ \ \mathbf{X}_0=\mathbf{x} \in \mathbb{R}^d, \ \ t>0, $$ where $δ_{\mathbf{x}}(\cdot)$ is the Dirac delta measure. Our results reveal that, for the bounded measurable function $h$, $$\sqrt t \left(\mathcal{E}_t^\mathbf{x}(h)-μ(h)\right)=\frac{1}{\sqrt t} \int_0^t \left(h\left(\mathbf{X}_s^\mathbf{x}\right)-μ(h)\right) \mathrm{d} s$$ admits a normal CLT for $θ\geqslant 0$. For the Lipschitz continuous function $h$, the normal CLT does not necessarily hold when $θ=0$, but it is satisfied for $θ>1-\fracα{2}$.
format Preprint
id arxiv_https___arxiv_org_abs_2504_21430
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Existence and non-existence of the CLT for a family of SDEs driven by stable process
Mo, Yingjun
Wang, Yu
Probability
Stochastic differential equations (SDEs) without global Lipschitz drift often demonstrate unusual phenomena. In this paper, we consider the following SDE on $\mathbb R^d$: \begin{align*} \mathrm{d} \mathbf{X}_t=\mathbf{b}(\mathbf{X}_t) \mathrm{d} t+ \mathrm{d}\mathbf{Z}_t, \quad \mathbf{X}_0=\mathbf{x} \in \mathbb{R}^d, \end{align*} where $\mathbf{Z}_t$ is the rotationally symmetric $α$-stable process with $α\in(1,2)$ and $\mathbf{b}:\mathbb{R}^d \rightarrow \mathbb{R}^d$ is a differentiable function satisfying the following condition: there exist some $θ\ge 0$, and $K_1 , K_2 , L>0$, so that $$\langle \mathbf{b}(\mathbf{x})-\mathbf{b}(\mathbf{y}), \mathbf{x}-\mathbf{y}\rangle \leqslant K_1 |\mathbf{x}-\mathbf{y}|^2, \ \ \forall \ \ |\mathbf{x}-\mathbf{y}| \leqslant L, $$ $$\langle \mathbf{b}(\mathbf{x})-\mathbf{b}(\mathbf{y}), \mathbf{x}-\mathbf{y}\rangle \leqslant -K_2 |\mathbf{x}-\mathbf{y}|^{2+θ}, \ \ \forall \ \ |\mathbf{x}-\mathbf{y}| > L.$$ Under this assumption, the SDE admits a unique invariant measure $μ$. We investigate the normal central limit theorem (CLT) of the empirical measures $$ \mathcal{E}_t^\mathbf{x}(\cdot)=\frac{1}{t} \int_0^t δ_{\mathbf{X}_s }(\cdot) \mathrm{d} s, \ \ \ \ \mathbf{X}_0=\mathbf{x} \in \mathbb{R}^d, \ \ t>0, $$ where $δ_{\mathbf{x}}(\cdot)$ is the Dirac delta measure. Our results reveal that, for the bounded measurable function $h$, $$\sqrt t \left(\mathcal{E}_t^\mathbf{x}(h)-μ(h)\right)=\frac{1}{\sqrt t} \int_0^t \left(h\left(\mathbf{X}_s^\mathbf{x}\right)-μ(h)\right) \mathrm{d} s$$ admits a normal CLT for $θ\geqslant 0$. For the Lipschitz continuous function $h$, the normal CLT does not necessarily hold when $θ=0$, but it is satisfied for $θ>1-\fracα{2}$.
title Existence and non-existence of the CLT for a family of SDEs driven by stable process
topic Probability
url https://arxiv.org/abs/2504.21430