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Diffusion Approximation of Stochastic Additive Functionals of Jump MarkovProcesses

机译：跳马尔可夫过程随机附加函数的扩散逼近

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摘要

The problem of diffusion approximation for stochastic additive functionals ofjump Markov processes with splitting phase space on the series scheme is considered under some balance conditions. The proofs of the limit results are based on the martingale approach.

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Korolyuk, V. V.;
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年度 1991
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总页数 10
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Markov processes; Approximation; Integral equations; Martingales; Problem solving; Differential equations; Series (Mathematics); Statistical analysis; Theorems;

机译：马尔可夫过程;逼近;积分方程;鞅;问题解决;微分方程;级数（数学）;统计分析;定理;

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专利

1. Deviation Bounds For Additive Functionals Of Markovprocesses [J] . Patrick Cattiaux, Arnaud Guillin ESAIM . 2008,第期

机译：马尔可夫过程的加法泛函的偏差界
2. AN ESTIMATE OF THE RATE OF CONVERGENCE OF A SEQUENCE OF ADDITIVE FUNCTIONALS OF DIFFERENCE APPROXIMATIONS FOR A MULTIDIMENSIONAL DIFFUSION PROCESS [J] . IU. V. GANYCHENKO Theory of probability and mathematical statistics . 2015,第90期

机译：多维扩散过程的差分近似加法函数序列的收敛速度的估计
3. Optimal sampling design for global approximation of jump diffusion stochastic differential equations [J] . Przybylowicz Pawel Stochastics: An International Journal of Probability and Stochastic Processes . 2019,第1a4期

机译：跳跃扩散随机微分方程的全局逼近的最佳采样设计
4. Approximation of General Stochastic Hybrid Systems by Switching Diffusions with RandomHybrid Jumps [C] . Alessandro Abate, Maria Prandini, John Lygeros, Hybrid Systems: Computation and Control . 2008

机译：通过切换具有随机混合跳跃的扩散来逼近一般随机混合系统
5. Stochastic optimal impulse control of jump diffusions with application to exchange rate. [D] . Perera, Sandun C. 2009

机译：跳扩散的随机最优脉冲控制及其在汇率上的应用。
6. Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude [O] . Hua Yang, Feng Jiang -1

机译：一类具有随机幅度的跳跃扩散随机受电弓方程的随机θ方法
7. Large Deviations for Additive Functionals with Jumps (Stochastic Analysis of Jump Processes and Related Topics) [O] . 土田兼治 2010

机译：带有跳转的加法泛函的大偏差（跳转过程和相关主题的随机分析）
8. Diffusion Approximation of Stochastic Integral Functionals of Jump MarkovProcesses [R] . Korolyuk, V. V. 1991

机译：跳马尔可夫过程随机积分泛函的扩散逼近

Diffusion Approximation of Stochastic Additive Functionals of Jump MarkovProcesses

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