First integrals in the diffusion approximation scheme

DOI10.1016/J.AML.2007.03.008zbMath1153.60369OpenAlexW2003421277MaRDI QIDQ958883

Nikolaos Limnios, Vladimir S. Korolyuk

Publication date: 10 December 2008

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2007.03.008

zbMATH Keywords

diffusion approximationdynamical systemfirst integralsemi-Markov processswitching process

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

Compensating operator and weak convergence of semi-Markov process to the diffusion process without balance condition

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chain models - rarity and exponentiality
• Random perturbation methods with applications in science and engineering

This page was built for publication: First integrals in the diffusion approximation scheme