Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach (Q292529): Difference between revisions
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Property / author: Vladimir S. Korolyuk / rank | |||
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Property / author: Nikolaos Limnios / rank | |||
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Property / author: Igor V. Samoilenko / rank | |||
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Property / author: Vladimir S. Korolyuk / rank | |||
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Property / author: Igor V. Samoilenko / rank | |||
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Property / Mathematics Subject Classification ID: 60F17 / rank | |||
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Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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Property / zbMATH DE Number: 6590140 / rank | |||
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Property / zbMATH Keywords | |||
Lévy approximation schemes | |||
Property / zbMATH Keywords: Lévy approximation schemes / rank | |||
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Poisson approximation schemes | |||
Property / zbMATH Keywords: Poisson approximation schemes / rank | |||
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Markov switching | |||
Property / zbMATH Keywords: Markov switching / rank | |||
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additive functionals | |||
Property / zbMATH Keywords: additive functionals / rank | |||
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weak convergence | |||
Property / zbMATH Keywords: weak convergence / rank | |||
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semimartingales | |||
Property / zbMATH Keywords: semimartingales / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.crma.2016.04.008 / rank | |||
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Property / OpenAlex ID: W2371614836 / rank | |||
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Property / cites work: Q4888858 / rank | |||
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Property / cites work: Semimartingales and Markov processes / rank | |||
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Property / cites work: Q3136505 / rank | |||
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Property / cites work: Q3721531 / rank | |||
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Property / cites work: Q4042404 / rank | |||
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Property / cites work: Q3774629 / rank | |||
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Property / cites work: Q3376049 / rank | |||
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Property / cites work: Poisson Approximation of Increment Processes with Markov Switching / rank | |||
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Property / cites work: Poisson Approximation of Processes with Locally Independent Increments with Markov Switching / rank | |||
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Property / cites work: Q4937701 / rank | |||
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Latest revision as of 02:27, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach |
scientific article |
Statements
Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach (English)
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8 June 2016
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Lévy approximation schemes
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Poisson approximation schemes
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Markov switching
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additive functionals
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weak convergence
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semimartingales
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