On fully coupled continuous time random walks

W. Szczotka, and P. Żebrowski. "On fully coupled continuous time random walks." Applicationes Mathematicae 39.1 (2012): 87-102. <http://eudml.org/doc/279921>.

@article{W2012,
abstract = {Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.},
author = {W. Szczotka, P. Żebrowski},
journal = {Applicationes Mathematicae},
keywords = {continuous time random walk; Lévy process; Lévy measure; Skorokhod topology},
language = {eng},
number = {1},
pages = {87-102},
title = {On fully coupled continuous time random walks},
url = {http://eudml.org/doc/279921},
volume = {39},
year = {2012},
}

TY - JOUR
AU - W. Szczotka
AU - P. Żebrowski
TI - On fully coupled continuous time random walks
JO - Applicationes Mathematicae
PY - 2012
VL - 39
IS - 1
SP - 87
EP - 102
AB - Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
LA - eng
KW - continuous time random walk; Lévy process; Lévy measure; Skorokhod topology
UR - http://eudml.org/doc/279921
ER -