Double merging of the phase space for stochastic differential equations with small additions in Poisson approximation conditions

DOI10.1007/s10559-019-00131-wzbMath1426.60081WikidataQ128206364 ScholiaQ128206364MaRDI QIDQ2320260

A. V. Nikitin, Igor V. Samoilenko

Publication date: 22 August 2019

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-019-00131-w

zbMATH Keywords

stochastic evolutionary system; double merging of phase space; Poisson approximation scheme

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

Asymptotic dissipativity for merged stochastic evolutionary systems with Markov switchings and impulse perturbations under conditions of Lévy approximation

Cites Work

• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• Asymptotic dissipativity of random processes with impulse perturbation in the Poisson approximation scheme
• Semi-Markov processes and their applications
• Differential equations with small stochastic additions under Poisson approximation conditions
• Differential equations with small stochastic terms under the Lévy approximating conditions
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