A fluctuation type limit theorem for Jiřina processes with immigration

Yu Qiang Li

doi:10.1007/s10114-009-6629-6

A fluctuation type limit theorem for Jiřina processes with immigration

Yu Qiang Li

School of Statistics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

It is proved by the theory of semigroup that the Ornstein-Uhlenbeck type process with jumps can arise from the fluctuation limit of a sequence of Jiřina processes with immigration under suitable moments conditions.

Original language	English
Pages (from-to)	1379-1388
Number of pages	10
Journal	Acta Mathematica Sinica, English Series
Volume	25
Issue number	8
DOIs	https://doi.org/10.1007/s10114-009-6629-6
State	Published - Aug 2009

Keywords

Fluctuation limit
Jiřina process with immigration
Ornstein-Uhlenbeck type process

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10.1007/s10114-009-6629-6

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title = "A fluctuation type limit theorem for Ji{\v r}ina processes with immigration",

abstract = "It is proved by the theory of semigroup that the Ornstein-Uhlenbeck type process with jumps can arise from the fluctuation limit of a sequence of Ji{\v r}ina processes with immigration under suitable moments conditions.",

keywords = "Fluctuation limit, Ji{\v r}ina process with immigration, Ornstein-Uhlenbeck type process",

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AB - It is proved by the theory of semigroup that the Ornstein-Uhlenbeck type process with jumps can arise from the fluctuation limit of a sequence of Jiřina processes with immigration under suitable moments conditions.

KW - Fluctuation limit

KW - Jiřina process with immigration

KW - Ornstein-Uhlenbeck type process

UR - https://www.scopus.com/pages/publications/77952861304

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M3 - 文章

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JO - Acta Mathematica Sinica, English Series

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A fluctuation type limit theorem for Jiřina processes with immigration

Abstract

Keywords

UN SDGs

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