Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings (Q2771524)
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scientific article; zbMATH DE number 1705769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings |
scientific article; zbMATH DE number 1705769 |
Statements
17 February 2002
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semi-Markov process
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Markov process
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additive functional
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semimartingale
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compensator
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predictable characteristic
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characterization
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0.92489004
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0.9064238
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0.8992351
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0.89897144
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0.89515835
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0.8935405
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0.8897638
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Poisson approximation of homogeneous additive stochastic functionals with semi-Markov switchings (English)
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The authors prove a number of weak convergence results for the additive jump functionals with semi-Markov switching in the scheme of Poisson approximation depending on a small parameter.
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