Convergence in Skorokhod J-topology for compositions of stochastic processes

• Datum: 2008
• ISSN: 0321-3900
• 1. Verfasser: Silvestrov, D.S.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2008
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4543
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: 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.

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...