Functional central limit theorem for additive functionals of -stable processes

DOI10.1007/S11118-009-9166-0zbMATH Open1197.60033OpenAlexW2034928539MaRDI QIDQ983732FDOQ983732

Authors: Szymon Peszat, Anna Talarczyk 

Publication date: 24 July 2010

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-009-9166-0

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zbMATH Keywords

functional limit theoremstable process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52)

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Cited In (13)

• Functional central limit theorem for super \(\alpha\)-stable processes
• Stable limit theorems for additive functionals of one-dimensional diffusion processes
• A functional non-central limit theorem for multiple-stable processes with long-range dependence
• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model
• A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
• A certain class of distribution-valued additive functionals. II: For the case of stable process.
• Limit theorems related to the integral functionals of one dimensional fractional Brownian motion
• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space
• Convergence in law for certain additive functionals of symmetric stable processes under strong topology
• On central limit theorems in stochastic geometry for add-one cost stabilizing functionals
• Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model
• Title not available (Why is that?)
• A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process

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