Random evolution in a scheme of asymptotically small diffusion with Markov switchings

DOI10.1007/S10559-013-9512-5zbMath1308.60092OpenAlexW2017947898MaRDI QIDQ465952

O. I. Kiykovska, Yaroslav M. Chabanyuk

Publication date: 24 October 2014

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

Full work available at URL: https://doi.org/10.1007/s10559-013-9512-5

zbMATH Keywords

Markov processeslarge deviationsrandom evolutionexponential generatorasymptotically small diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

Related Items (1)

Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convergence of stochastic process with Markov switching
• Stochastic approximation procedure in an ergodic Markov environment.
• Random evolutions with locally independent increments on increasing time intervals
• Continuous procedure of stochastic approximation with singular perturbation under balance conditions
• Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes

This page was built for publication: Random evolution in a scheme of asymptotically small diffusion with Markov switchings