Levy Approximation of Impulsive Recurrent Process with Markov Switching - Mathematics > ProbabilityReportar como inadecuado




Levy Approximation of Impulsive Recurrent Process with Markov Switching - Mathematics > Probability - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: In this paper, the weak convergence of impulsive recurrent process withMarkov switching in the scheme of Levy approximation is proved. For therelative compactness, a method proposed by R. Liptser for semimartingales isused with a modification, where we apply a solution of a singular perturbationproblem instead of an ergodic theorem.



Autor: V.S. Koroliuk, N. Limnios, I.V. Samoilenko

Fuente: https://arxiv.org/







Documentos relacionados