On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators

DOI10.1080/07362998808809140zbMath0661.60089OpenAlexW1988957718MaRDI QIDQ3810635

Tomasz R. Bielecki, Łukasz Stettner

Publication date: 1988

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998808809140

zbMATH Keywords

weak convergencestrongly continuous semigroupsconvergence of semigroupsconvergence of resolvents

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)

Related Items (1)

On ergodic control problems for singularly perturbed Markov processes

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