Limit theorems for randomly stopped stochastic processes (Q876854)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5144823
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Limit theorems for randomly stopped stochastic processes |
scientific article; zbMATH DE number 5144823 |
Statements
Limit theorems for randomly stopped stochastic processes (English)
0 references
19 April 2007
0 references
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.
0 references
0 references
0 references
0.8149849772453308
0 references
0.8039999604225159
0 references
0.7863608598709106
0 references
0.7859466075897217
0 references
