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

DOI10.1155/2015/563060zbMath1350.60094OpenAlexW2183926102WikidataQ59111894 ScholiaQ59111894MaRDI QIDQ327735

Igor 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

zbMATH Keywords

weak convergencediffusion processsemi-Markov processescompensating operator

Mathematics Subject Classification ID

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

Related Items (1)

Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching

Cites Work

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• Statistical Analysis of Climate Series

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