A functional limit theorem for stochastic integrals driven by a time-changed symmetric -stable Lévy process
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A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
Abstract: Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M_1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric alpha-stable L'evy process. The time change is given by the inverse �eta-stable subordinator.
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- Small and large scale asymptotics of some Lévy stochastic integrals
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
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