Diffusion approximation of systems with weakly ergodic Markov perturbations. II
Publication:2923395
DOI10.1090/S0094-9000-2014-00915-1zbMath1337.60198OpenAlexW1976046419MaRDI QIDQ2923395
Alexei M. Kulik, Alexander Yu. Veretennikov
Publication date: 15 October 2014
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2014-00915-1
stochastic differential equationdiffusion approximationcentral limit theoremLévy noiseKantorovich-Rubinstein distancedistance in variationweakly ergodic Markov perturbations
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)
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