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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| Дата: | 2008 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4543 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4543 |
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irk-123456789-45432009-11-26T12:00:48Z Convergence in Skorokhod J-topology for compositions of stochastic processes Silvestrov, D.S. 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. 2008 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Silvestrov, D.S. |
| spellingShingle |
Silvestrov, D.S. Convergence in Skorokhod J-topology for compositions of stochastic processes |
| author_facet |
Silvestrov, D.S. |
| author_sort |
Silvestrov, D.S. |
| title |
Convergence in Skorokhod J-topology for compositions of stochastic processes |
| title_short |
Convergence in Skorokhod J-topology for compositions of stochastic processes |
| title_full |
Convergence in Skorokhod J-topology for compositions of stochastic processes |
| title_fullStr |
Convergence in Skorokhod J-topology for compositions of stochastic processes |
| title_full_unstemmed |
Convergence in Skorokhod J-topology for compositions of stochastic processes |
| title_sort |
convergence in skorokhod j-topology for compositions of stochastic processes |
| publisher |
Інститут математики НАН України |
| publishDate |
2008 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4543 |
| citation_txt |
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. |
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2023-03-24T08:30:38Z |
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2023-03-24T08:30:38Z |
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