Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155645 | Stochastic Processes and their Applications | 2013 | 10 Pages |
Abstract
For certain subordinators (Xt)tâ¥0 it is shown that the process (âtlogXts)s>0 tends to an extremal process (ηÌs)s>0 in the sense of convergence of the finite dimensional distributions. Additionally it is also shown that (zâ§(âtlogXts))sâ¥0 converges weakly to (zâ§Î·Ìs)sâ¥0 in D[0,â), the space of cà dlà g functions equipped with Skorohod's J1 metric.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Offer Kella, Andreas Löpker,