Diffusion approximation algorithms in merging phase space

MaRDI QIDQ5430711zbMATH OpenFDO

Authors V. S. Korolyuk, N. Limnios

Publication date 16 December 2007

zbMATH Keywords

diffusion approximation algorithmssemi-Markov random evolutionsplit and merging phase spacestochastic systems

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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(3)

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