Abstract:
Let $\zeta_\varepsilon(t)$, $t\ge0$, and $\nu_\varepsilon(t)$, $t\in[0,T]$, Ьe right-continuous stochastic processes without discontinuities of the second kind.
The paper investigates conditions of convergence in J-topology of the superposition of these processes, $\zeta_\varepsilon(\nu_\varepsilon(t))$, $t\in[0,T]$.
In the case $\nu_\varepsilon(t)=t$, $t\in[0,T]$, with probability 1 these conditions coincide with well-known Skorohod's conditions of convergence of stochastic processes in J-topology.
The results obtained are applied to processes of stepped sums of a random number of random variables.
Citation:
D. S. Sil'vestrov, “Conditions for convergence of the superposition of stochastic processes in J-topology”, Teor. Veroyatnost. i Primenen., 18:3 (1973), 605–608; Theory Probab. Appl., 18:3 (1974), 579–582