Lévy Approximation of Increment Processes with Markov Switching

DOI10.1080/10451120412331292207zbMath1063.60044OpenAlexW2064615384MaRDI QIDQ4653005

Nikolaos Limnios, Vladimir S. Korolyuk

Publication date: 28 February 2005

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120412331292207

zbMATH Keywords

weak convergencerisk processLévy processcompound Poisson processMarkov additive process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17)

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