Convergence in Skorokhod J-topology for compositions of stochastic processes
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 proce...
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| Date: | 2008 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4543 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Convergence in Skorokhod J-topology for compositions of stochastic processes / D.S. Silvestrov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 126–143. — Бібліогр.: 75 назв.— англ. |