Geodesic
Limit behavior of a compound Poisson process with switching and dominated terms
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 27, Tome 474 (2018), pp. 46-62 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper deals with the limit behavior of a compound Poisson process with switching and dominated terms. The switching is provided with Bernulli's random variables and a Markov chain. Under suitable normalization the limit process is a Brownian motion with switching variance and jumps. 
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     author = {A. N. Borodin},
     title = {Limit behavior of a compound {Poisson} process with switching and dominated terms},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {46--62},
     year = {2018},
     volume = {474},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2018_474_a2/}
}
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A. N. Borodin. Limit behavior of a compound Poisson process with switching and dominated terms. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 27, Tome 474 (2018), pp. 46-62. http://geodesic.mathdoc.fr/item/ZNSL_2018_474_a2/

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