Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition

DOI10.1155/2015/563060zbMATH Open1350.60094OpenAlexW2183926102WikidataQ59111894 ScholiaQ59111894MaRDI QIDQ327735FDOQ327735

Authors: I. V. Malyk 

Publication date: 19 October 2016

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/563060

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• scientific article; zbMATH DE number 736263

zbMATH Keywords

weak convergencediffusion processcompensating operatorsemi-Markov processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15)

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Cited In (6)

• On weak convergence to processes connected with stable distributions
• Weak convergence of a family of semi-Markov processes to a diffusion process
• Weak convergence of a family of semi-Markov processes to a diffusion process
• Title not available (Why is that?)
• Convergence of a semi-Markov process and an accompanying Markov process to a Markov process
• Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching

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