Limit theorems for randomly stopped stochastic processes (Q876854)
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English | Limit theorems for randomly stopped stochastic processes |
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Limit theorems for randomly stopped stochastic processes (English)
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19 April 2007
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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.
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