A Functional Limit Theorem for Stochastic Integrals Driven by a Time-changed Symmetric Α-stable Lévy Process
نویسنده
چکیده
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.
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تاریخ انتشار 2013