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Convergence in skorokhod $J$-topology for
compositions of stochastic processes
D. S. Silvestrov Department of Mathematics and Physics Mälardalen University Box 883, SE-721 23 Västerås, Sweden
Аннотация:
A survey on functional limit theorems for compositions of stochastic processes is
presented. Applications to stochastic processes with random scaling of time, random
sums, extremes with random sample size, generalised exceeding processes, sum- and
max-processes with renewal stopping, and shock processes are discussed.
Ключевые слова:
$J$-topology, space $D$, composition of stochastic processes, functional limit
theorem, random sum, random scaling of time, generalised exceeding process, renewal-type stopping.
Образец цитирования:
D. S. Silvestrov, “Convergence in skorokhod $J$-topology for
compositions of stochastic processes”, Theory Stoch. Process., 14(30):1 (2008), 126–143
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp136 https://www.mathnet.ru/rus/thsp/v14/i1/p126
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Страница аннотации: | 151 | PDF полного текста: | 116 | Список литературы: | 29 |
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