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

Date

2000

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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.

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Publisher

National Academy of Sciences of Ukraine, Institute of Mathematics

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Book Title

Skorokhod's ideas in probability theory

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Published Version (Please cite this version)

Language

English