Escuela Superior de Ingeniería y Tecnología
Facultad
University of Eastern Piedmont Amadeo Avogadro
Vercelli, ItaliaPublicaciones en colaboración con investigadores/as de University of Eastern Piedmont Amadeo Avogadro (2)
2014
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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
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On the convergence of quadratic variation for compound fractional poisson processes
Fractional Calculus and Applied Analysis, Vol. 15, Núm. 2, pp. 314-331