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

DOI10.1155/2015/563060MaRDI QIDQ327735zbMATH OpenOpenAlexWikidataFDO

Authors I. V. Malyk

Publication date 19 October 2016

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

Copyright license Creative Commons Attribution 4.0 International

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

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
• Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching
• Convergence of a semi-Markov process and an accompanying Markov process to a Markov process
• scientific article; zbMATH DE number 3930064 (Why is no real title available?)
• 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

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