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

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A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
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    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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