We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-processes with stability index α > 1. The limit process turns out to be an α-stable Lévy process with an averaged jump-measure. Unlike in the situation where the diffusion is driven by Brownian motion, there is no drift related enhancement of… (More)
Figures and Tables
Sorry, we couldn't extract any figures or tables for this paper.