On the weak convergence of stochastic integrals on Skorokhod space: From general theory to applications within the realm of continuous-time random walks
<p>This thesis presents a comprehensive framework for the weak convergence of stochastic Itô integrals on Skorokhod space, under Skorokhod’s J1 and M1 topologies and based on a simple and tractable notion of good decompositions for integrators. We refine the classical theory, reveal new insigh...
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| Format: | Thesis |
| Language: | English |
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2024
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