posted on 2023-06-08, 16:46authored byEnrico Scalas, Noèlia Viles
Under proper scaling and distributional assumptions, we prove the convergence in the Skorokhod space endowed with the M1-topology of a sequence of stochastic integrals of a deterministic function driven by a time-changed symmetric a-stable Lévy process. The time change is given by the inverse ß-stable subordinator.