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2015 Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition
Igor V. Malyk
J. Appl. Math. 2015: 1-7 (2015). DOI: 10.1155/2015/563060

Abstract

Weak convergence of semi-Markov processes in the diffusive approximation scheme is studied in the paper. This problem is not new and it is studied in many papers, using convergence of random processes. Unlike other studies, we used in this paper concept of the compensating operator. It enables getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-Markov process.

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Igor V. Malyk. "Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition." J. Appl. Math. 2015 1 - 7, 2015. https://doi.org/10.1155/2015/563060

Information

Published: 2015
First available in Project Euclid: 28 January 2016

MathSciNet: MR3436081
zbMATH: 1350.60094
Digital Object Identifier: 10.1155/2015/563060

Rights: Copyright © 2015 Hindawi

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