Stochastic Systems with Averaging in the Scheme of Diffusion Approximation

• Datum: 2005
• Hauptverfasser: Korolyuk, V. S., Королюк, В. С.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2005
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3681
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We propose a system approach to the asymptotic analysis of stochastic systems in the scheme of series with averaging and diffusion approximation. Stochastic systems are defined by Markov processes with locally independent increments in a Euclidean space with random switchings that are described by j...