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A functional limit theorem for stochastic integrals driven by a time-changed symmetric sigma-stable Levy process
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 ...
On the convergence of quadratic variation for compound fractional poisson processes
The relationship between quadratic variation for compound renewal processes and M-Wright functions is discussed. The convergence of quadratic variation is investigated both as a random variable (for given t) and as a ...