Differential equations with small stochastic terms under the Lévy approximating conditions

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

zbMATH Keywords

stochastic evolutionMarkov switchingsperturbing process

Mathematics Subject Classification ID

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

Related Items (5)

Asymptotic dissipativity for merged stochastic evolutionary systems with Markov switchings and impulse perturbations under conditions of Lévy approximation ⋮ Control problem for the impulse process under stochastic optimization procedure and Lévy conditions ⋮ Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions ⋮ Asymptotic properties of the impulse perturbation process under Lévy approximation conditions with the point of equilibrium of the quality criterion ⋮ Double merging of the phase space for stochastic differential equations with small additions in Poisson approximation conditions

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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