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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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Bibliographic Details
Date:	2005
Main Authors:	Korolyuk, V. S., Королюк, В. С.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2005
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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