Poisson Approximation of Processes with Locally Independent Increments with Markov Switching (Q3077843)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
scientific article

    Statements

    22 February 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Poisson approximation
    0 references
    semimartingale
    0 references
    Markov process
    0 references
    locally independent increments process
    0 references
    piecewise deterministic Markov process
    0 references
    weak convergence
    0 references
    singular perturbation
    0 references
    0 references
    0 references
    0 references
    math.PR
    0 references
    0 references