Random evolutions with locally independent increments on increasing time intervals

DOI10.1007/S10958-011-0594-1zbMATH Open1291.60155OpenAlexW1981653616MaRDI QIDQ2248784FDOQ2248784

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)

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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)

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

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