Limit theorems for jump shock models

DOI10.2307/3214384MaRDI QIDQ3484113zbMATH OpenOpenAlexFDO

Authors Keigo Yamada

Publication date 1989

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214384

zbMATH Keywords

additive shock processjump processlimit theoremsmartingale methodsPoisson processstable process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integral equations (60H20)

Recommendations

• A note on cumulative shock models
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Cited in

(6)

• Asymptotic expansions in limit theorems for stochastic processes. III
• Limit theorems for local cumulative shock models with cluster shock structure
• Limit theorems for multipower variation in the presence of jumps
• On classes of life distributions based on the mean time to failure function
• Reliability Shock Models: A Brief Excursion
• Stability theorem for stochastic differential equations with jumps

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