Law of large numbers and central limit theorem for a class of pure jump Markov process

DOI10.1016/j.jmaa.2020.124263zbMath1450.60025OpenAlexW3031779505MaRDI QIDQ2195177

Salwa Toumi, Mohsen Chebbi

Publication date: 8 September 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124263

zbMATH Keywords

population dynamicsinteracting particlesLLNpure jump Markov processessacled processesTCL

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Jump processes on discrete state spaces (60J74)

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HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation

Cites Work

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• Stochastic Analysis of Biochemical Systems
• Solutions of ordinary differential equations as limits of pure jump markov processes
• Limit theorems for sequences of jump Markov processes approximating ordinary differential processes

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