• Title of article

    A functional limit theorem for stochastic integrals driven by a time-changed symmetric -stable Lévy process

  • Author/Authors

    Scalas، نويسنده , , Enrico and Viles، نويسنده , , Noèlia، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2014
  • Pages
    26
  • From page
    385
  • To page
    410
  • Abstract
    Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M 1 -topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric α -stable Lévy process. The time change is given by the inverse β -stable subordinator.
  • Keywords
    Functional limit theorem , J 1 -topology , Stable subordinator , M 1 -topology , Inverse stable subordinator , Mittag-Leffler waiting time , Continuous Time Random Walk , Fractional Poisson process , renewal process , Skorokhod space
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2014
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579179