Stochastic Systems with Averaging in the Scheme of Diffusion Approximation
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...
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| Date: | 2005 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2005
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/3681 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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