Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures

Anisimov, V. V.Naidenova, A. V.2019-02-062019-02-0619981060-0396http://hdl.handle.net/11693/48944EnglishLimit theoremStochastic differential equationComputational procedureDiffusion approximationSwitching pointDiffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational proceduresArticle10.1007/BF027420731573-8337