ABSTRACT
A class of additive processes is studied that typically arise as stochastic integrals from s to t when both arguments are allowed to vary. A Skorohod-type topology is introduced on the space of paths for such two-sided integrals and the matching theory of weak convergence is developed and related to usual weak convergence in Skorohod spaces. This chapter introduces the topology on the space of paths for additive processes. It treats the matching weak convergence of probabilities on this space. The chapter contains an application involving nonparametric estimators of a survival distribution based on left truncated data. It discusses convergence in distribution of two-sided additive stochastic processes.
