Differential equations with small stochastic terms under the Lévy approximating conditions
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Publication:2417319
DOI10.1007/s11253-018-1443-xzbMath1412.60085OpenAlexW2792514865MaRDI QIDQ2417319
A. V. Nikitin, Igor V. Samoilenko
Publication date: 12 June 2019
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11253-018-1443-x
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cites Work
- Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
- Asymptotics of normalized control with Markov switchings
- Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
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