Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition (Q327735)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition |
scientific article; zbMATH DE number 6640986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition |
scientific article; zbMATH DE number 6640986 |
Statements
Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition (English)
0 references
19 October 2016
0 references
Summary: Weak convergence of semi-Markov processes in the diffusive approximation scheme is studied in the paper. This problem is not new and it is studied in many papers, using convergence of random processes. Unlike other studies, we used in this paper concept of the compensating operator. It enables getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-Markov process.
0 references
semi-Markov processes
0 references
weak convergence
0 references
diffusion process
0 references
compensating operator
0 references
0 references
