Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Markov renewal processes, semi-Markov processes (60K15)

Cited In (24)

A hidden Markov model based on superposition of two restoration processes
Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme
Estimating stochastic dynamical systems driven by a continuous-time jump Markov process
Differential equations with small stochastic terms under the Lévy approximating conditions
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Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion
Fluctuations of queuing processes with semi-Markov (impulse) flows
On asymptotic merging of nodes set for multichannel stochastic networks
Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes
Title not available (Why is that?)
Analysis of oscillations in quasilinear stochastic dynamic hereditary systems
Random evolution in a scheme of asymptotically small diffusion with Markov switchings
The problem of discrete Markov diffusion leaving an interval
Stochastic Liénard Equations with Random Switching and Two-time Scales
Diffusion approximation of a Poisson model for cumulative excess returns
Statistical experiments in a balanced Markov random environment
Average and diffusion approximation of stochastic evolutionary systems in an asymptotic split state space
Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings
Queuing system evolution in a diffusion approximation scheme
Sequences of random matrices modulated by a discrete-time Markov chain*
Multidimensional random motion with uniformly distributed changes of direction and Erlang steps
Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings
Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions
Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

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