Compensating Operator and Weak Convergence of Semi‐Markov Process to the Diffusion Process without Balance Condition

Igor V. Malyk

Journal of Applied Mathematics, 2015, vol. 2015, issue 1

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.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2015/563060

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2015:y:2015:i:1:n:563060

Access Statistics for this article

More articles in Journal of Applied Mathematics from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().