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

DOI10.1007/S11253-006-0007-7MaRDI QIDQ5477121zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk, N. Limnios

Publication date 20 July 2006

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL http://dspace.nbuv.gov.ua/handle/123456789/165832

Mathematics Subject Classification ID

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

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• 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
• scientific article; zbMATH DE number 5635433 (Why is no real title available?)
• 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
• 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
• Asymptotic expansions for solutions of systems of Kolmogorov backward equations of two-time-scale switching jump diffusions
• 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
• Stochastic Liénard equations with random switching and two-time scales
• Diffusion approximation algorithms in merging phase space
• Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

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