On limit results for a class of singularly perturbed switching diffusions

DOI10.1023/A:1017541022565zbMath0989.60070OpenAlexW1293101MaRDI QIDQ5952037

G. George Yin

Publication date: 29 July 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017541022565

zbMATH Keywords

aggregationweak convergencesingularly perturbed Markov processswitching diffusion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

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Asymptotically optimal dividend policy for regime-switching compound Poisson models ⋮ Modeling Diffusion in Thin 2D Layers Separated by a Semipermeable Membrane ⋮ BSDEs with regime switching: weak convergence and applications ⋮ Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes ⋮ Moment bounds and ergodicity of switching diffusion systems involving two-time-scale Markov chains

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