Poisson Approximation of Increment Processes with Markov Switching
From MaRDI portal
Recommendations
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme
- Poisson approximation of processes with locally independent increments with Markov switching
- Poisson approximation of processes with locally independent increments and Markov switching
- Lévy Approximation of Increment Processes with Markov Switching
- Poisson approximation of impulsive recurrent process with semi-Markov switching
Cited in
(17)- Limit behavior of a compound Poisson process with switching and dominated summands
- Limit behavior of a compound Poisson process with switching between multiple values
- B. V. Gnedenko: classic of limit theorems in the theory of probability
- Strong convergence of a class of non-homogeneous Markov arrival processes to a Poisson process
- Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings
- Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
- Poisson approximation of processes with locally independent increments and Markov switching
- Poisson approximation of processes with locally independent increments with Markov switching
- Poisson approximation of impulsive recurrent process with semi-Markov switching
- An estimate for the rate of convergence of a difference scheme applied to a stochastic differential equation with an additional process parameter
- Accumulation processes in the scheme of Poisson approximation
- scientific article; zbMATH DE number 5635433 (Why is no real title available?)
- Reliability of semi-Markov systems with asymptotic merging phase space
- Lévy Approximation of Increment Processes with Markov Switching
- scientific article; zbMATH DE number 2163516 (Why is no real title available?)
- A first order approximation forthe convergence of distributionsof the cox processes with
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme
This page was built for publication: Poisson Approximation of Increment Processes with Markov Switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5472344)
