Convergence of stochastic process with Markov switching

zbMATH Open1303.60067MaRDI QIDQ402873FDOQ402873

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

Publication date: 28 August 2014

Published in: Matematychni Studiï (Search for Journal in Brave)

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zbMATH Keywords

diffusion processMarkov switching

Mathematics Subject Classification ID

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

Cited In (3)

• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• Convergence of Markovian stochastic approximation with discontinuous dynamics
• Title not available (Why is that?)

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