Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach
DOI10.1016/j.crma.2016.04.008zbMath1339.60028MaRDI QIDQ292529
Nikolaos Limnios, Igor V. Samoilenko, Vladimir S. Korolyuk
Publication date: 8 June 2016
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2016.04.008
weak convergence; semimartingales; additive functionals; Markov switching; Lévy approximation schemes; Poisson approximation schemes
60G51: Processes with independent increments; Lévy processes
60F05: Central limit and other weak theorems
60G48: Generalizations of martingales
60G44: Martingales with continuous parameter
60F17: Functional limit theorems; invariance principles
60J55: Local time and additive functionals
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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