Limit theorems for randomly stopped stochastic processes
type: Item
instance of: scholarly article
title: Limit theorems for randomly stopped stochastic processes
zbMATH Open document ID: 1120.60020
published in: Journal of Mathematical Sciences (New York)
publication date: 2007-04-19T00:00:00Z
review text: The present paper concerns stochastic processes which are compositions of a real-valued càdlàg process and a nonnegative, nondecreasing càdlàg stopping process. The author proves results on weak and \(J\)-convergence of such compositions and provides some applications and illustrations.
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G07
Mathematics Subject Classification ID: 60F99
zbMATH DE Number: 5144823
author: D. S. Silvestrov
reviewed by: Allan Gut
MaRDI profile type: Publication
full work available at URL: s10958-006-0313-5
OpenAlex ID: W4230534812
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DOI: 10.1007/S10958-006-0313-5
description: scientific article; zbMATH DE number 5144823