Lévy approximation of an impulse recurrent process with Markov switching (Q5391406)

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scientific article; zbMATH DE number 5875194
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Lévy approximation of an impulse recurrent process with Markov switching
scientific article; zbMATH DE number 5875194

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    Lévy approximation of an impulse recurrent process with Markov switching (English)
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    6 April 2011
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    Lévy approximation
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    semimartingale
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    Markov process
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    impulse recurrent process
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    piecewise deterministic Markov process
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    weak convergence
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    singular perturbation
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