Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes (Q892715)
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English | Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes |
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Convergence of nonhomogeneous random walks generated by compound Cox processes to generalized variance-gamma Lévy processes (English)
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12 November 2015
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functional limit theorems
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nonhomogeneous random walks
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compound Cox processes
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Lévy processes
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variance-gamma distributions
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subordinate Wiener processes
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