Occupation measure functionals in merging phase space

DOI10.1080/17442500903237138MaRDI QIDQ3585327zbMATH OpenOpenAlexFDO

Authors Oleksandr Kutoviy, V. S. Korolyuk, N. Limnios

Publication date 19 August 2010

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500903237138

zbMATH Keywords

averaging principleoccupation measuresingular perturbation

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37)

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Cites work

• Further criteria for positive Harris recurrence of Markov chains
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 739283 (Why is no real title available?)
• scientific article; zbMATH DE number 1113626 (Why is no real title available?)
• Large Deviations for Occupation Measures of Markov Processes: Discrete Time, Noncompact Case
• Markov chain models - rarity and exponentiality
• Occupation measure and local time of classical risk processes
• Smoothing and occupation measures of stochastic processes
• Weak convergence methods and singularly perturbed stochastic control and filtering problems

Cited in

(3)

• Stochastic systems in merging phase space.
• Reliability of semi-Markov systems with asymptotic merging phase space
• Diffusion approximation algorithms in merging phase space

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