Stable convergence of generalized $L^2$ stochastic integrals and the principle of conditioning
نویسندگان
چکیده
منابع مشابه
Stable convergence of generalized L stochastic integrals and the principle of conditioning
We consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments, and use a decoupling technique, formulated as a “principle of conditioning”, to study their stable convergence towards mixtures of infinitely divisible distributions. The goal of this paper is to develop the theory. Our results apply, in particular, to Skorohod integ...
متن کاملStable convergence of generalized stochastic integrals and the principle of conditioning: L theory
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the “principle of conditioning”, to study their stable convergence towards mixtures of infinitely divisible distributions. Our results apply, in particular, to multiple integrals with respect to independently scattered and square ...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2007
ISSN: 1083-6489
DOI: 10.1214/ejp.v12-404