Skorokhod J -convergence for randomly stopped Markov processes

DOI10.1090/TPMS/1249MaRDI QIDQ6892976zbMATH OpenFDO

Authors D. S. Silvestrov

Publication date 27 November 2025

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/TPMS/1249

zbMATH Keywords

convergence in distributionfunctional limit theoremsindependent incrementsMarkov processesrandom stoppingSkorokhod topology

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

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