Random evolutions with locally independent increments on increasing time intervals

DOI10.1007/S10958-011-0594-1MaRDI QIDQ2248784zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk

Publication date 27 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-011-0594-1

zbMATH Keywords

averagingdiffusion approximationasymptotics of large deviationsMarkov random evolutions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Recommendations

• Dynamic random evolutions on increasing time intervals
• Semi-Markov random evolutions in averaging scheme
• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• scientific article; zbMATH DE number 3854149
• Large deviation problems for Markov random evolution with independent increments in the scheme of asymptotically small diffusion

Cites work

• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• Large deviations for processes with independent increments
• Large deviations for stochastic processes.
• Stochastic systems in merging phase space.

Cited in

(6)

• Large deviations problem for random evolution processes
• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
• Stochastic impulsive processes on a superposition of two renewal processes
• Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion
• Dynamic random evolutions on increasing time intervals

This page was built for publication: Random evolutions with locally independent increments on increasing time intervals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2248784)