Binary approximation of random evolutions in the scheme of averaging

We consider a double approximation of semi-Markov random evolutions, namely, the averaging and diffusion approximation, when the balance condition is not fulfilled. Double approximation algorithms are applicable for reserve and transport processes and other stochastic systems in a semi-Markov random...

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Bibliographic Details
Date:1992
Main Authors: Svishchuk , A. V., Свищук , А. В.
Format: Article
Language:Russian
Published: Institute of Mathematics, NAS of Ukraine 1992
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/8109
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal