A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process (Q2434486)

From MaRDI portal
scientific article
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    6 February 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    Skorokhod space
    0 references
    \(J_1\)-topology
    0 references
    \(M_1\)-topology
    0 references
    fractional Poisson process
    0 references
    stable subordinator
    0 references
    inverse stable subordinator
    0 references
    renewal process
    0 references
    Mittag-Leffler waiting time
    0 references
    continuous time random walk
    0 references
    functional limit theorem
    0 references
    0 references
    0 references