Stochastic systems in merging phase space.
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Publication:3376049
random walkrenewal processMarkov processstochastic approximationsemimartingalebirth-and-death processdiffusion approximationdynamical systemPoisson approximationsingular perturbation problemstochastic processergodic propertysemi-Markov processaverage approximationswitching processabsorption timessemi-Markov random walkstochastic integral functionalimpulsive processincrement processLévy approximationmerged phase spacestochastic additive functional
Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
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- Diffusion approximation of systems with weakly ergodic Markov perturbations. I
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- Weak convergence of Markov random evolutions in a multidimensional space
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- Semi-additive functionals of semi-Markov processes and measure-valued Poisson equation
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