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Two Papers on Jump Diffusion Approximations to Output Processes of Nonlinear Systems with Wide Band Inputs and Applications

机译：关于宽带输入非线性系统输出过程的跳扩散近似的两篇论文及其应用

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A convenient method for proving weak convergence of a sequence of non-Markovian processes x superscript epsilon (dot) to a jump-diffusion process is proved. Basically, it is shown that the limit solves the martingale problem of Strook and Varadhan. The proofs are relatively simple, and the conditions apparently weaker than required by other current methods (in particular, for limit theorems for a sequence of ordinary differential equations with random right hand sides). In order to illustrate the relative ease of applicability in many cases, a simpler proof of a known result on averaging is given. (Author)

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作者
Kushner, H. J.;
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年度 1979
页码 p.1-77
总页数 77
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Sequences(Mathematics); Weak convergence; Diffusion; Differential equations; Fokker planck equations; Feedback; Phase locked communications; Adaptive filters; Bandpass filters; Signal to noise ratio; Heuristic methods;

机译：序列（数学）;弱收敛;扩散;微分方程; Fokker普朗克方程;反馈;锁相通信;自适应滤波器;带通滤波器;信噪比;启发式方法;

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7. Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs [O] . Kushner Harold J, Ju Wilfred T.Y 1982

机译：具有宽带输入的非线性锁相环系统的扩散近似

Two Papers on Jump Diffusion Approximations to Output Processes of Nonlinear Systems with Wide Band Inputs and Applications

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