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

zbMATH Keywords

weak convergence; semimartingales; additive functionals; Markov switching; Lévy approximation schemes; Poisson approximation schemes

Mathematics Subject Classification ID

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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Cites Work

• Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
• Semimartingales and Markov processes
• Poisson Approximation of Increment Processes with Markov Switching
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