Asymptotic Expansions of Singularly Perturbed Systems Involving Rapidly Fluctuating Markov Chains
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Publication:4875485
DOI10.1137/S0036139993259933zbMATH Open0849.34047OpenAlexW1998844177MaRDI QIDQ4875485FDOQ4875485
Authors: R. Z. Khas'minskiĭ, G. Yin, Q. Zhang 
Publication date: 14 November 1996
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036139993259933
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- Discrete-time Markov chains with two-time scales and a countable state space: limit results and queueing applications
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- Fluctuation of evolution system with Markov impulsive perturbations
- Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time
- Singularly perturbed Markov chains: limit results and applications
- Asymptotic expansions for solutions of systems of Kolmogorov backward equations of two-time-scale switching jump diffusions
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- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
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- Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit
- Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales
- Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes
- Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes
- Asymptotic expansions of solutions of systems of Kolmogorov backward equations for two-time-scale switching diffusions
- Occupation measures of singularly perturbed Markov chains with absorbing states
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- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
- Small perturbation of stochastic parabolic equations: A power series analysis
- Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain
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