Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces

Stochastic Analysis and Applications

Volumn 33, Issue 2, 2015, Pages 271-305

  Pavlyukevich, Ilya ^a   Riedle, Markus ^b  

^a FRIEDRICH SCHILLER UNIVERSITY JENA   (Germany)

^b KING'S COLLEGE LONDON   (United Kingdom)

Author keywords

Convergence in probability; Integrated Ornstein Uhlenbeck process; L vy process; M1 Skorokhod topology; Stochastic convolution integral

Indexed keywords

EID: 84922140914     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362994.2014.988358     Document Type: Article

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