Non-Gaussian Limit Theorem for Non-Linear Langevin Equations Driven by Lévy Noise

Alexei Kulik, Ilya Pavlyukevich

In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^β=\dot Z^\varepsilon_{\…