Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces
DOI10.1080/07362994.2014.988358zbMath1314.60021arXiv1311.1342OpenAlexW2012132281MaRDI QIDQ5247363
Ilya Pavlyukevitch, Markus Riedle
Publication date: 24 April 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1342
Lévy processconvergence in probabilitystochastic convolution integralintegrated Ornstein-Uhlenbeck process\(M_1\)-Skorokhod topology
Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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