A Functional Limit Theorem for stochastic integrals driven by a time-changed symmetric α-stable L\'evy process
classification
🧮 math.PR
keywords
alpha-stabledrivenintegralsprocessstochasticsymmetrictime-changedassumptions
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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 symmetric \alpha-stable L\'evy process. The time change is given by the inverse \beta-stable subordinator.
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