Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
From MaRDI portal
Publication:5477121
DOI10.1007/s11253-006-0007-7zbMath1093.60057MaRDI QIDQ5477121
Nikolaos Limnios, Vladimir S. Korolyuk
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
60J60: Diffusion processes
60K15: Markov renewal processes, semi-Markov processes
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
Related Items
Stochastic Liénard Equations with Random Switching and Two-time Scales, Sequences of random matrices modulated by a discrete-time Markov chain*, Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme, The problem of discrete Markov diffusion leaving an interval, Random evolution in a scheme of asymptotically small diffusion with Markov switchings, Analysis of oscillations in quasilinear stochastic dynamic hereditary systems, Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings, Asymptotic properties of a stochastic diffusion transfer process with an equilibrium point of a quality criterion, Multidimensional random motion with uniformly distributed changes of direction and Erlang steps, Estimating stochastic dynamical systems driven by a continuous-time jump Markov process, Statistical experiments in a balanced Markov random environment, Diffusion approximation of a Poisson model for cumulative excess returns, Queuing system evolution in a diffusion approximation scheme, A hidden Markov model based on superposition of two restoration processes, On asymptotic merging of nodes set for multichannel stochastic networks, Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme, Fluctuations of queuing processes with semi-Markov (impulse) flows, Stability in the first approximation of random-structure diffusion systems with aftereffect and external Markov switchings, Differential equations with small stochastic terms under the Lévy approximating conditions, Asymptotic Expansions for Solutions of Systems of Kolmogorov Backward Equations of Two-Time-Scale Switching Jump Diffusions
