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Convergence in Skorokhod J-topology for compositions of stochastic processes
Mälardalen University, School of Education, Culture and Communication. (Mathematics and Applied Mathematics)ORCID iD: 0000-0002-2626-5598
2008 (English)In: Theory Stoch. Process., ISSN 0321-3900, Vol. 14, no 1, 126-143 p.Article in journal (Refereed) Published
Abstract [en]

A survey on functional limit theorems for compositions of stochastic processes ispresented. Applications to stochastic processes with random scaling of time, randomsums, extremes with random sample size, generalised exceeding processes, sum- andmax-processes with renewal stopping, and shock processes are discussed.

Place, publisher, year, edition, pages
Kiev: Natsional'na Akademiya Nauk Ukrainy * Instytut Matematyky , 2008. Vol. 14, no 1, 126-143 p.
National Category
Probability Theory and Statistics Mathematics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-23084OAI: oai:DiVA.org:mdh-23084DiVA: diva2:668982
Available from: 2013-12-02 Created: 2013-12-02 Last updated: 2015-01-30Bibliographically approved

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http://tsp.imath.kiev.ua/files/140/2008_14_1_14.pdf

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Silvestrov, Dmitrii
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CiteExportLink to record
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