Dynamic random evolutions on increasing time intervals

DOI10.1090/S0094-9000-2013-00876-XMaRDI QIDQ2849279zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk

Publication date 17 September 2013

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-2013-00876-x

zbMATH Keywords

large deviationsaveragingdiffusion approximationdynamic random evolutionexponential nonlinear operator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

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• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3638933 (Why is no real title available?)
• scientific article; zbMATH DE number 1239549 (Why is no real title available?)
• Large deviations for stochastic processes.
• Stochastic systems in merging phase space.

Cited in

(4)

• Large deviations problem for random evolution processes
• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
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• Random evolutions with locally independent increments on increasing time intervals

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