Random evolutions with locally independent increments on increasing time intervals

DOI10.1007/s10958-011-0594-1zbMath1291.60155OpenAlexW1981653616MaRDI QIDQ2248784

Vladimir S. Korolyuk

Publication date: 27 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-011-0594-1

zbMATH Keywords

diffusion approximationaveragingasymptotics of large deviationsMarkov random evolutions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (5)

Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion ⋮ Large deviations problem for random evolution processes ⋮ Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation ⋮ Random evolution in a scheme of asymptotically small diffusion with Markov switchings ⋮ Stochastic impulsive processes on a superposition of two renewal processes

Cites Work

• Large deviations for processes with independent increments
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