J-convergence of switching processes with rare perturbations to diffusion processes with Poisson type jumps

Date
2000
Advisor
Supervisor
Co-Advisor
Co-Supervisor
Instructor
Source Title
Print ISSN
Electronic ISSN
Publisher
National Academy of Sciences of Ukraine, Institute of Mathematics
Volume
Issue
Pages
81 - 98
Language
English
Journal Title
Journal ISSN
Volume Title
Series
Abstract

In the paper it is studied J-convergence for a special subclass of switching processes, recurrent processes of semi-Markov type (Anisimov,1992, Anisimov and Aliev,1990) both with rare interference of chance and in the case of asymptotically merged external Markov environment, to solutions of differential and stochastic differential equations with Poisson switches.

Course
Other identifiers
Book Title
Skorokhod's ideas in probability theory
Keywords
Citation
Published Version (Please cite this version)
Collections