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Diffusion approximation of systems with weakly ergodic Markov perturbations. II - MaRDI portal

Diffusion approximation of systems with weakly ergodic Markov perturbations. II (Q2923395)

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scientific article; zbMATH DE number 6356217
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Diffusion approximation of systems with weakly ergodic Markov perturbations. II
scientific article; zbMATH DE number 6356217

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    Diffusion approximation of systems with weakly ergodic Markov perturbations. II (English)
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    15 October 2014
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    diffusion approximation
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    weakly ergodic Markov perturbations
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    distance in variation
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    Kantorovich-Rubinstein distance
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    central limit theorem
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    stochastic differential equation
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    Lévy noise
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