Jian-Hai Bao

Quantitative Asymptotics for Time-Inhomogeneous L\'evy-Driven SDEs with Asymptotically Vanishing Drifts

In this work, we are concerned with a class of multi-dimensional time-inhomogeneous stochastic differential equations (SDEs) on $\R^d$ driven by pure-jump L\'evy processes, where the drift coefficient $b(t,x)$ satisfies $\lim_{t\to \infty}b(t,x) =0$ for every $x\in \R^d$. On account of three regimes associated with the...