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I am reading the book of Jacod and Shiryaev: Limit Theorems for Stochastic Processes. But there are no exercises in this book. Does anyone know a good source with exercises?

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Jacod&Shiryaev is not a textbook. This is why there are no exercises in it. Are you sure, this book is suitable for your needs? –  Julian Wergieluk Jan 13 '12 at 22:04
Iam just interested in this topic. –  Peter Moor Jan 13 '12 at 22:13
Does someone know any research papers where can i find more new and more advanced techniques about this topic?Iam particularly interested in limit theorems in the non-semimartingale case. (Fractional Levy processes) –  Peter Moor Jan 14 '12 at 13:35

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