Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain

DOI10.1017/jpr.2020.96zbMath1470.60105arXiv1712.03396OpenAlexW3173911361WikidataQ114118020 ScholiaQ114118020MaRDI QIDQ4997194

H. M. Jansen

Publication date: 28 June 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.03396

zbMATH Keywords

regime switchingMarkov chainstochastic integralMarkov modulationdiffusion limitstate occupation measure

Mathematics Subject Classification ID

Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17)

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