Averaging principle for the processes with fast switchings

DOI10.1515/ROSE.1993.1.2.151zbMATH Open0842.60057OpenAlexW2001752870MaRDI QIDQ4861896FDOQ4861896

Authors: V. V. Anisimov 

Publication date: 1 August 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.2.151

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zbMATH Keywords

stochastic networksbranching processesaveraging principletrajectory of switching process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (12)

• Averaging in Markov Models with Fast Semi-Markov Switches and Applications
• An Averaging Principle for Fast Degrees of Freedom Exhibiting Long-Term Correlations
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• An averaging principle for moment equations of branching diffusion processes with fast transformation rate
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• Switching processes: Averaging principle, diffusion approximation and applications
• Averaging for switched DAEs: convergence, partial averaging and stability
• Averaging in the case of multiple invariant measures for the fast system
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• Averaging principle for two time-scale regime-switching processes

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