scientific article; zbMATH DE number 2046391

MaRDI QIDQ4451257zbMATH OpenFDO

Authors Jean Jacod

Publication date 23 February 2004

Full work available at URL http://www.numdam.org/item?id=SPS_2002__36__383_0, https://eudml.org/doc/114100

zbMATH Keywords

Lévy processesstable convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic analysis (60H99)

Cited in

(4)

• When does convergence of a sequence of stopped processes with independent increments imply convergence of the non-stopped processes
• On asymptotic errors in discretization of processes
• Second-order asymptotic expansion for a non-synchronous covariation estimator
• The level of self-organized criticality in oscillating Brownian motion: n-consistency and stable Poisson-type convergence of the MLE

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