Random evolution in a scheme of asymptotically small diffusion with Markov switchings

DOI10.1007/S10559-013-9512-5zbMATH Open1308.60092OpenAlexW2017947898MaRDI QIDQ465952FDOQ465952

Ya. M. Chabanyuk, O. I. Kiykovska

Publication date: 24 October 2014

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-013-9512-5

zbMATH Keywords

large deviationsMarkov processesexponential generatorasymptotically small diffusionrandom evolution

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Title not available (Why is that?)
• Convergence of stochastic process with Markov switching
• Stochastic approximation procedure in an ergodic Markov environment.
• Random evolutions with locally independent increments on increasing time intervals
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions

Cited In (3)

• Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes
• Title not available (Why is that?)
• Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

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