Weak convergence of a family of semi-Markov processes to a diffusion process

MaRDI QIDQ4899491zbMATH OpenFDO

Authors I. V. Malyk

Publication date 8 January 2013

zbMATH Keywords

diffusion processsemi-Markov processsmall parameter

Mathematics Subject Classification ID

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

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• Weak convergence of homogeneous processes with independent increments, switched by semi-Markov processes, in the phase extension scheme
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• Weak Poincaré inequalities and L^2-convergence rates of Markov semigroups
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