Limit theorems for integrated trawl processes with symmetric Lévy bases
DOI10.1214/20-EJP509zbMath1469.60150arXiv1907.00446MaRDI QIDQ2024500
Łukasz Treszczotko, Anna Talarczyk
Publication date: 4 May 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00446
Lévy processesfractional Brownian motionself-similar processeslimit theoremsinfinite divisibilitystable processesLévy basestrawl processes
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Random measures (60G57) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)
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