Weak convergence of Markov random evolutions in a multidimensional space (Q1952672): Difference between revisions

Summary: We study Markov symmetrical and nonsymmetrical random evolutions in \(\mathbb{R}^n\). Weak convergence of Markov symmetrical random evolution to Wiener process and of Markov non-symmetrical random evolution to a diffusion process with drift is proved using problems of singular perturbation for the generators of evolutions. Relative compactness in \(D_{\mathbb{R}^n \times \Theta}[0, \infty)\) of the families of Markov random evolutions is also shown.