Double merging of the phase space for stochastic differential equations with small additions in Poisson approximation conditions

DOI10.1007/s10559-019-00131-wzbMath1426.60081OpenAlexW2924000822WikidataQ128206364 ScholiaQ128206364MaRDI QIDQ2320260

A. V. Nikitin, Igor V. Samoilenko

Publication date: 22 August 2019

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-019-00131-w

zbMATH Keywords

stochastic evolutionary systemdouble merging of phase spacePoisson approximation scheme

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Asymptotic dissipativity for merged stochastic evolutionary systems with Markov switchings and impulse perturbations under conditions of Lévy approximation

Cites Work

• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme
• Semi-Markov processes and their applications
• Differential equations with small stochastic additions under Poisson approximation conditions
• Differential equations with small stochastic terms under the Lévy approximating conditions
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