Differential equations with small stochastic terms under the Lévy approximating conditions

DOI10.1007/s11253-018-1443-xzbMath1412.60085MaRDI QIDQ2417319

A. V. Nikitin, Igor V. Samoilenko

Publication date: 12 June 2019

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-018-1443-x

zbMATH Keywords

stochastic evolution; Markov switchings; perturbing process

Mathematics Subject Classification ID

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

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

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Cites Work

• Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
• Asymptotics of normalized control with Markov switchings
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
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