Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line

DOI10.3150/08-BEJ132zbMath1157.60320arXiv0705.3588WikidataQ58331060 ScholiaQ58331060MaRDI QIDQ1002532

Kouji Yano

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.3588

zbMATH Keywords

functional limit theoremsinvariance principlesItô's excursion theoryFeller's boundary condition

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

On a skew stable Lévy process, Functional limit theorems for processes pieced together from excursions, Functional limit theorems for random walks perturbed by positive alpha-stable jumps, Extensions of diffusion processes on intervals and Feller's boundary conditions, Itô's theory of excursion point processes and its developments, On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes, Fluctuation scaling limits for positive recurrent jumping-in diffusions with small jumps

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