Publications in collaboration with researchers from Basque Center for Applied Mathematics (2)

2014

  1. A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process

    Stochastic Processes and their Applications, Vol. 124, Núm. 1, pp. 385-410

2012

  1. On the convergence of quadratic variation for compound fractional poisson processes

    Fractional Calculus and Applied Analysis, Vol. 15, Núm. 2, pp. 314-331