Convergence in Skorokhod J-topology for compositions of stochastic processes
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Convergence in Skorokhod J-topology for compositions of stochastic processes
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| Creator |
Silvestrov, D.S.
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| Description |
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.
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| Date |
2009-11-25T11:08:13Z
2009-11-25T11:08:13Z 2008 |
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| Type |
Article
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| Identifier |
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.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4543 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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