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• #### A functional limit theorem for stochastic integrals driven by a time-changed symmetric sigma-stable Levy process ﻿

(Stochastic Processes and their Applications, 2014-12-31)
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 ...
• #### Hypersingular integral equations over a disc: Convergence of a spectral method and connection with Tranter's method ﻿

(Journal of Computational and Applied Mathematics, 2014-12-31)
Two-dimensional hypersingular equations over a disc are considered. A spectral method is developed, using Fourier series in the azimuthal direction and orthogonal polynomials in the radial direction. The method is proved ...