Diffusion approximation of systems with weakly ergodic Markov perturbations. I

DOI10.1090/S0094-9000-2014-00901-1zbMath1337.60197OpenAlexW4248420009MaRDI QIDQ2923379

Alexei M. Kulik, Alexander Yu. Veretennikov

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2014-00901-1

zbMATH Keywords

diffusion approximationcorrectorextended potentialweakly ergodic Markov perturbations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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Cites Work

• On Poisson equation and diffusion approximation. II.
• On the Poisson equation and diffusion approximation. I
• Diffusion approximation of systems with weakly ergodic Markov perturbations. II
• Modern Theory of Summation of Random Variables
• Real Analysis and Probability
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