Nonlinear normalization of random evolution in the Levy approximation scheme

DOI10.1007/S10559-018-0049-5zbMath1401.60076OpenAlexW2804349818WikidataQ129781276 ScholiaQ129781276MaRDI QIDQ1795517

O. A. Yarova

Publication date: 16 October 2018

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-018-0049-5

zbMATH Keywords

Markov processrandom evolutionprocess with independent incrementsLévy approximation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)

Cites Work

• Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach)
• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• Semimartingales and Markov processes
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