Singularly perturbed stochastic systems

Problems of singular perturbation of reducible invertible operators are classified and their applications to the analysis of stochastic Markov systems represented by random evolutions are considered. The phase merging, averaging, and diffusion approximation schemes are discussed for dynamical system...

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Date:1997
Main Authors: Korolyuk, V. S., Королюк, В. С.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 1997
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4984
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Korolyuk, V. S.
Королюк, В. С.
author_facet Korolyuk, V. S.
Королюк, В. С.
author_sort Korolyuk, V. S.
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datestamp_date 2020-03-18T21:22:11Z
description Problems of singular perturbation of reducible invertible operators are classified and their applications to the analysis of stochastic Markov systems represented by random evolutions are considered. The phase merging, averaging, and diffusion approximation schemes are discussed for dynamical systems with rapid Markov switchings.
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spelling umjimathkievua-article-49842020-03-18T21:22:11Z Singularly perturbed stochastic systems Сингулярно збурені стохастичні системи Korolyuk, V. S. Королюк, В. С. Problems of singular perturbation of reducible invertible operators are classified and their applications to the analysis of stochastic Markov systems represented by random evolutions are considered. The phase merging, averaging, and diffusion approximation schemes are discussed for dynamical systems with rapid Markov switchings. Розглянуто проблеми сингулярного збурення оборотних операторів та їх застосування до аналізу стохастичних марковських систем, що задаються випадковими еволюціями. Схеми фазового укрупнення, усереднення та дифузійної апроксимації застосовуються до динамічних систем зі швидкими марковськими переключеннями. Institute of Mathematics, NAS of Ukraine 1997-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4984 Ukrains’kyi Matematychnyi Zhurnal; Vol. 49 No. 1 (1997); 25–34 Український математичний журнал; Том 49 № 1 (1997); 25–34 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4984/6667 https://umj.imath.kiev.ua/index.php/umj/article/view/4984/6668 Copyright (c) 1997 Korolyuk V. S.
spellingShingle Korolyuk, V. S.
Королюк, В. С.
Singularly perturbed stochastic systems
title Singularly perturbed stochastic systems
title_alt Сингулярно збурені стохастичні системи
title_full Singularly perturbed stochastic systems
title_fullStr Singularly perturbed stochastic systems
title_full_unstemmed Singularly perturbed stochastic systems
title_short Singularly perturbed stochastic systems
title_sort singularly perturbed stochastic systems
url https://umj.imath.kiev.ua/index.php/umj/article/view/4984
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