Convergence of stochastic process with Markov switching

MaRDI QIDQ402873zbMATH OpenFDO

Authors O. I. Kiykovska, Ya. M. Chabanyuk

Publication date 28 August 2014

Published in Matematychni Studiï (Search for Journal in Brave)

zbMATH Keywords

diffusion processMarkov switching

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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(3)

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• Convergence of Markovian stochastic approximation with discontinuous dynamics
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