A. Pilipenko

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math.PR2026

Functional central limit theorem for superdiffusive SDEs with stable noise

Aleksandar MijatoviÄ, Andrey Pilipenko, Isao Sauzedde

This paper establishes a functional stable central limit theorem for a class of superdiffusive solutions to stochastic differential equations driven by an $I^\pm$ -stable process.

math.PR2025

Explosion and implosion of birth-and-death continuous-time random walks

Andrey Pilipenko, Vadym Tkachenko

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\…