Weak convergence of stochastic processes
In this chapter, we present a survey of results concerning weak convergence of random variables in metric spaces and functional limit theorems for càdlàg processes. These results form a basis for the study of limit theorems for randomly stopped stochastic processes and compositions of stochastic processes.
KeywordsWeak Convergence Polish Space Pointwise Convergence Functional Limit Theorem Continuous Stochastic Process
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