Stochastic systems arising from Markov modulated empirical measures

DOI10.1007/s11424-016-5248-4zbMath1380.93242MaRDI QIDQ1697658

Gang Yin, Trang Bui

Publication date: 20 February 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-016-5248-4

zbMATH Keywords

weak convergence; empirical measure; regime-switching model; multi-scale modeling; Brownian bridge limit

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93C65: Discrete event control/observation systems

93E03: Stochastic systems in control theory (general)

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