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dc.contributor.authorScalas, E. 
dc.contributor.authorViles, N.
dc.date.accessioned2016-06-13T13:33:48Z
dc.date.available2016-06-13T13:33:48Z
dc.date.issued2014-12-31
dc.identifier.issn0304-4149
dc.identifier.urihttp://hdl.handle.net/20.500.11824/216
dc.description.abstractUnder 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 Œ±-stable Lévy process. The time change is given by the inverse Œ≤-stable subordinator.
dc.formatapplication/pdf
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectDeterministic functions
dc.subjectFunctional limit theorem
dc.subjectSkorokhod space
dc.subjectStochastic integral
dc.subjectSubordinators
dc.subjectTime change
dc.subjectFunctional analysis
dc.subjectIntegral equations
dc.subjectTopology
dc.titleA functional limit theorem for stochastic integrals driven by a time-changed symmetric sigma-stable Levy process
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.1016/j.spa.2013.08.005
dc.relation.publisherversionhttp://www.sciencedirect.com/science/article/pii/S0304414913002226
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersionen_US
dc.journal.titleStochastic Processes and their Applicationsen_US


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Reconocimiento-NoComercial-CompartirIgual 3.0 España
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