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
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
Journal title :
Stochastic Processes and their Applications