Time-scale separation and state aggregation in singularly perturbed switching diffusions

MaRDI QIDQ2712236zbMATH OpenFDO

Authors M. Kniazeva, G. Yin

Publication date 19 August 2002

zbMATH Keywords

averaged operatordiffusion Markov processjump processsingularly perturbed stochastic processweak convergence

Mathematics Subject Classification ID

Diffusion processes (60J60) Time-scale analysis and singular perturbations in control/observation systems (93C70)

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Cited in

(1)

• On limit results for a class of singularly perturbed switching diffusions

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