Conditions of convergence of stochastic processes stopped before the jump instant

DOI10.1007/BF01057486zbMath0559.60034OpenAlexW2045364894MaRDI QIDQ5919215

Yakubdzhan M. Khusanbaev

Publication date: 1984

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01057486

zbMATH Keywords

convergence in distributioncadlag stochastic processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)

Cites Work

• A generalized theory of multiplicative stochastic processes using cumulant techniques

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