A weak limit theorem for generalized Jiřina processes

Yuqiang Li

doi:10.1239/jap/1245676099

A weak limit theorem for generalized Jiřina processes

Yuqiang Li

School of Statistics

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

4 Scopus citations

Abstract

In this paper we prove that a sequence of scaled generalized Jiřina processes can converge weakly to a nonlinear diffusion process with Lévy jumps under certain conditions.

Original language	English
Pages (from-to)	453-462
Number of pages	10
Journal	Journal of Applied Probability
Volume	46
Issue number	2
DOIs	https://doi.org/10.1239/jap/1245676099
State	Published - Jun 2009

Keywords

Generalized branching processes
Nonlinear diffusion processes
Weak convergence

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10.1239/jap/1245676099

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title = "A weak limit theorem for generalized Ji{\v r}ina processes",

abstract = "In this paper we prove that a sequence of scaled generalized Ji{\v r}ina processes can converge weakly to a nonlinear diffusion process with L{\'e}vy jumps under certain conditions.",

keywords = "Generalized branching processes, Nonlinear diffusion processes, Weak convergence",

author = "Yuqiang Li",

year = "2009",

month = jun,

doi = "10.1239/jap/1245676099",

language = "英语",

volume = "46",

pages = "453--462",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "Cambridge University Press",

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AU - Li, Yuqiang

PY - 2009/6

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N2 - In this paper we prove that a sequence of scaled generalized Jiřina processes can converge weakly to a nonlinear diffusion process with Lévy jumps under certain conditions.

AB - In this paper we prove that a sequence of scaled generalized Jiřina processes can converge weakly to a nonlinear diffusion process with Lévy jumps under certain conditions.

KW - Generalized branching processes

KW - Nonlinear diffusion processes

KW - Weak convergence

UR - https://www.scopus.com/pages/publications/67949091244

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DO - 10.1239/jap/1245676099

M3 - 文章

AN - SCOPUS:67949091244

SN - 0021-9002

VL - 46

SP - 453

EP - 462

JO - Journal of Applied Probability

JF - Journal of Applied Probability

IS - 2

ER -

A weak limit theorem for generalized Jiřina processes

Abstract

Keywords

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