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
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