On Convergence of Semi-Markov Multiplication Processes with Drift to a Diffusion Process

DOI10.1137/1117067MaRDI QIDQ4054471zbMATH OpenOpenAlexFDO

Authors Gersh Shakhnovich Lev

Publication date 1972

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1117067

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

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