Continuity of a class of random time transformations

A random time change is defined as a map from one function space to another. The continuity of this map is investigated. Applications are made to weak limit theorems of random processes.

MoreLess

Year of publication:	1978
Authors:	Helland, Inge S.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 7.1978, 1, p. 79-99
Publisher:	Elsevier

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874288