Convergence of random bounded linear operators in the Skorokhod space
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Abstract
We introduce the space of random bounded linear operators on a separable Banach space such that their range belong to the Skorokhod space of right-continuous with left-hand limits functions. We call these random operators D-valued random variables. Almost sure and weak convergence results for the sequences of such random variables are proved by martingale methods. An application is described for a regime-switching inhomogeneous Lévy dynamics of a risky asset.
Funding source: Natural Sciences and Engineering Research Council of Canada
Award Identifier / Grant number: RT732266
Funding statement: This research is partially supported by NSERC grant RT732266.
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© 2019 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Sampling distributions of skew normal populations associated with closed skew normal distributions
- On the limiting spectral density of random matrices filled with stochastic processes
- Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior
- Note on the permanence of stochastic population models
- Convergence of random bounded linear operators in the Skorokhod space
Artikel in diesem Heft
- Frontmatter
- Sampling distributions of skew normal populations associated with closed skew normal distributions
- On the limiting spectral density of random matrices filled with stochastic processes
- Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior
- Note on the permanence of stochastic population models
- Convergence of random bounded linear operators in the Skorokhod space
