Limit theorems for jump shock models

DOI10.2307/3214384zbMath0704.60048OpenAlexW2317649978MaRDI QIDQ3484113

Keigo Yamada

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214384

zbMATH Keywords

martingale methodsPoisson processlimit theoremsstable processjump processadditive shock process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integral equations (60H20)

Related Items (3)

On classes of life distributions based on the mean time to failure function ⋮ Reliability Shock Models: A Brief Excursion ⋮ Stability theorem for stochastic differential equations with jumps

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