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 |
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Інститут математики НАН України
2008
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| Online Access: | https://nasplib.isofts.kiev.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. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862682651797749760 |
|---|---|
| author | Silvestrov, D.S. |
| author_facet | Silvestrov, D.S. |
| 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. |
| collection | DSpace DC |
| 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.
|
| first_indexed | 2025-12-07T15:52:55Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4543 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T15:52:55Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Silvestrov, D.S. 2009-11-25T11:08:13Z 2009-11-25T11:08:13Z 2008 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 https://nasplib.isofts.kiev.ua/handle/123456789/4543 519.21 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. en Інститут математики НАН України Convergence in Skorokhod J-topology for compositions of stochastic processes Article published earlier |
| spellingShingle | Convergence in Skorokhod J-topology for compositions of stochastic processes Silvestrov, D.S. |
| title | 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_short | Convergence in Skorokhod J-topology for compositions of stochastic processes |
| title_sort | convergence in skorokhod j-topology for compositions of stochastic processes |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4543 |
| work_keys_str_mv | AT silvestrovds convergenceinskorokhodjtopologyforcompositionsofstochasticprocesses |