Asymptotic properties of the impulse perturbation process under Lévy approximation conditions with the point of equilibrium of the quality criterion

DOI10.30970/MS.52.1.96-104MaRDI QIDQ2299439zbMATH OpenOpenAlexFDO

Authors A. V. Nikitin, U. T. Khimka, Ya. M. Chabanyuk

Publication date 21 February 2020

Published in Matematychni Studiï (Search for Journal in Brave)

Full work available at URL https://doi.org/10.30970/ms.52.1.96-104

zbMATH Keywords

Lévy's approximation conditionspoint of equilibrium of quality criterionrandom evolution

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Asymptotic dissipativity for merged stochastic evolutionary systems with Markov switchings and impulse perturbations under conditions of Lévy approximation
• Stochastic evolution systems with impulsive perturbations
• Control problem for the impulse process under stochastic optimization procedure and Lévy conditions
• Differential equations with small stochastic terms under the Lévy approximating conditions
• Lévy approximation of an impulse recurrent process with Markov switching

Cites work

• Asymptotics of normalized control with Markov switchings
• Differential equations with small stochastic additions under Poisson approximation conditions
• Differential equations with small stochastic terms under the Lévy approximating conditions
• scientific article; zbMATH DE number 3602431 (Why is no real title available?)
• scientific article; zbMATH DE number 1509412 (Why is no real title available?)
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• scientific article; zbMATH DE number 2208902 (Why is no real title available?)
• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• Qualitative and asymptotic analysis of differential equations with random perturbations.

Cited in

(13)

• Asymptotics of normalized control with Markov switchings
• Control problem for the impulse process under stochastic optimization procedure and Lévy conditions
• Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions
• Asymptotic dissipativity for merged stochastic evolutionary systems with Markov switchings and impulse perturbations under conditions of Lévy approximation
• Differential equations with small stochastic additions under Poisson approximation conditions
• Differential equations with small stochastic terms under the Lévy approximating conditions
• Fluctuations of an asymptotic dissipative process with Markov switching
• Lévy approximation of an impulse recurrent process with Markov switching
• Stochastic evolution systems with impulsive perturbations
• Averaging in the control problem for the diffusion transfer process with semi-Markov switching
• Nonlinear approximationtion for impulse recurrent process in the scheme of Lévy approximation
• Stochastic evolutionary system with Markov-modulated Poisson perturbations in the averaging schema
• Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion

This page was built for publication: Asymptotic properties of the impulse perturbation process under Lévy approximation conditions with the point of equilibrium of the quality criterion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2299439)