Article ID Journal Published Year Pages File Type
10527240 Stochastic Processes and their Applications 2014 26 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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