A note on functional non-central limit theorem for periodic regime-switching stable-like processes

In this paper, we establish a functional non-central limit theorem for regime-switching stable-like processes with periodic coefficients. Our approach relies on stochastic analysis methods, in particular semimartingale characteristics, combined with the ergodic theory of Markov processes. If the set on which the order function achieves its minimum value $\underset{‾}{\alpha }$ has positive Lebesgue measure, then the limit is a rotationally invariant $\underset{‾}{\alpha }$-stable Lévy process. Otherwise, the limit is the zero process.