Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures
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Publication:1280949
DOI10.1007/BF02742073zbMATH Open0921.60079MaRDI QIDQ1280949FDOQ1280949
Authors: A. V. Naidenova, V. V. Anisimov 
Publication date: 21 September 1999
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
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Cites Work
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- Random evolutions: A survey of results and problems
- Switching processes: Averaging principle, diffusion approximation and applications
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- Random evolutions with underlying semi-Markov processes
- Convergence of recursive procedures with a random response time
- Applications of limit theorems for switching processes
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