Theory of Probability and Mathematical Statistics
Skorokhod J-convergence for randomly stopped Markov processes
Dmitrii Silvestrov
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Abstract: A survey of functional limit theorems and new limit theorems for randomly stopped processes with independent increments and Markov processes are presented.
Keywords: Skorokhod J topology, random stopping, convergence in distribution, convergence in J topology, Markov process, process with independent increments
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