Stochastic systems arising from Markov modulated empirical measures

DOI10.1007/S11424-016-5248-4zbMath1380.93242OpenAlexW2563906682MaRDI QIDQ1697658

Gang Yin, Trang Bui

Publication date: 20 February 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-016-5248-4

zbMATH Keywords

weak convergenceempirical measureregime-switching modelmulti-scale modelingBrownian bridge limit

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete event control/observation systems (93C65) Stochastic systems in control theory (general) (93E03)

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