Convergence in Skorokhod topology for compositions of stochastic processes (Q2726272)

The results of M. Donsker (1951), A. Skorokhod (1956-1958), Yu. Prokhorov (1956) created the foundation for the general theory of functional limit theorems for stochastic processes. After these works, the development of the theory continued in two directions. The first one concerned conditions of \(J\)-convergence for various concrete classes of stochastic processes, for example, martingales, stationary processes, etc. The second one concerned the further development of the general theory of functional limit theorems. This paper is a survey of results related to the second line of research. It concerns general conditions of \(J\)-convergence for compositions of stochastic processes (randomly stopped stochastic processes).NEWLINENEWLINEFor the entire collection see [Zbl 0956.00022].