Geodesic
Limit behavior of Ito finite sums with avaraging
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 4, pp. 711-732

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In the paper the limiting behavior of finite sums with averaging containing Lévy processes is considered. For this purpose a new class of stochastic integrals for Lévy processes including, in particular, the Itô integral, Stratonovich integral, and others, is defined. By using these integrals complete classification of the limiting behavior of the considered sums is given.
Keywords: algebra of generalized stochastic processes, Lévy processes, stochastic integral. 
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     author = {N. V. Lazakovich and O. L. Yablonskii},
     title = {Limit behavior of {Ito} finite sums with avaraging},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_4_a3/}
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N. V. Lazakovich; O. L. Yablonskii. Limit behavior of Ito finite sums with avaraging. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 4, pp. 711-732. http://geodesic.mathdoc.fr/item/TVP_2005_50_4_a3/