Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527240 | Stochastic Processes and their Applications | 2014 | 26 Pages |
Abstract
Under 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 α-stable Lévy process. The time change is given by the inverse β-stable subordinator.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Enrico Scalas, Noèlia Viles,