Kosenkova T. Markov approximation and limit theorems for Levy-type processes

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0414U006022

Thesis Registration Form

0414U006022.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

24-12-2014

Specialized Academic Board

Д.26.001.37

Essay

The limit behavior of sums and step processes that correspond to triangular arrays of random variables is studied, characterisation of limit points in such schemes is provided. The theorem about weak convergence of step processes to Levy-type process is proved. Markov approximation of Levy process and SDE with Levy noise is proved. The results about uniqueness, existence and differentiability with respect to parameter of the solution to SDE for Levy-type process are proved.

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Files

aref.doc

diss.pdf

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