Convergence of random bounded linear operators in the Skorokhod space

被引：1

作者：

Vadori, N. ^{[1
]}

Swishchuk, A. ^{[1
]}

机构：

[1] Univ Calgary, Dept Math & Stat, Calgary, AB, Canada

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2019年 / 27卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Random operators; Skorokhod space; bounded linear operators; weak convergence; almost sure convergence;

D O I：

10.1515/rose-2019-2011

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 Levy dynamics of a risky asset.

引用

页码：131 / 142

页数：12

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