A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process (Q2434486): Difference between revisions
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Revision as of 07:11, 5 March 2024
scientific article
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English | A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process |
scientific article |
Statements
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process (English)
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6 February 2014
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Skorokhod space
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\(J_1\)-topology
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\(M_1\)-topology
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fractional Poisson process
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stable subordinator
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inverse stable subordinator
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renewal process
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Mittag-Leffler waiting time
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continuous time random walk
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functional limit theorem
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