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Weak convergence of stochastic integrals related to counting processes

✍ Scribed by Odd O. Aalen


Publisher
Springer
Year
1977
Tongue
English
Weight
714 KB
Volume
38
Category
Article
ISSN
1432-2064

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Weak convergence of convex stochastic pr
✍ Miguel A. Arcones πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 530 KB

We discuss the weak convergence of convex stochastic processes. Let {Z.(t): t e T }, n >/ 1, be a sequence of stochastic processes, where T is an open convex set of R e, such that Z, : T ~ R is a convex function (for each ~o and each n), We show that {Z,(t):ts To} converges weakly to {Z(t):t ~ T}, f