Random evolution in a scheme of asymptotically small diffusion with Markov switchings

DOI10.1007/S10559-013-9512-5MaRDI QIDQ465952zbMATH OpenOpenAlexFDO

Authors O. I. Kiykovska, Ya. M. Chabanyuk

Publication date 24 October 2014

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-013-9512-5

zbMATH Keywords

large deviationsMarkov processesexponential generatorasymptotically small diffusionrandom evolution

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 1239549 (Why is no real title available?)
• scientific article; zbMATH DE number 195227 (Why is no real title available?)
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Convergence of stochastic process with Markov switching
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
• Large deviations for stochastic processes.
• Random evolutions with locally independent increments on increasing time intervals
• Stochastic approximation procedure in an ergodic Markov environment.

Cited in

(5)

• Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi‐Markov Switching Using Approximation Schemes
• scientific article; zbMATH DE number 5855657 (Why is no real title available?)
• The behavior of the generator normalization factor in approximation of random processes
• Large deviation problems for Markov random evolution with independent increments in the scheme of asymptotically small diffusion
• Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

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