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A functional limit theorem for stochastic integrals driven by a time-changed symmetric a-stable Lévy process
journal contribution
posted on 2023-06-08, 16:46 authored by Enrico Scalas, Noèlia VilesUnder proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric a-stable Lévy process. The time change is given by the inverse ß-stable subordinator.
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Publication status
- Published
Journal
Stochastic Processes and their ApplicationsISSN
0304-4149Publisher
ElsevierExternal DOI
Issue
1Volume
124Page range
385-410Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2014-02-24First Compliant Deposit (FCD) Date
2021-03-08Usage metrics
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