scientific article; zbMATH DE number 928484

MaRDI QIDQ4893727zbMATH OpenFDO

Authors Anatoliy Swishchuk, V. S. Korolyuk

Publication date 18 September 1996

zbMATH Keywords

balance conditionsdiffusion approximationsemi-Markov random evolutionssemi-Markov switchings

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov renewal processes, semi-Markov processes (60K15)

Cited in

(5)

• Stability of semi-Markov evolution systems and its application in financial mathematics
• The birth of random evolutions
• Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I.
• Semi-Markov random evolutions in averaging scheme
• Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes

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