Total variation distance between SDEs with stable noise and Brownian motion

Changsong Deng, Xiang Li, Rene L. Schilling +1

We consider a $d$-dimensional stochastic differential equation (SDE) of the form $d{U}_t=b(U_t)dt+\sigma d{Z}_t$, let $X_t$ be the solution if the driving noise $Z_t$ is a $d$-dimen…