Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach | Zendy

Volodymyr S. Koroliuk | Zendy; Nikolaos Limnios | Zendy; Igor Samoilenko | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Lévy and Poisson approximations of switched stochastic systems by a semimartingale approach

Author(s) -

Volodymyr S. Koroliuk,

Nikolaos Limnios,

Igor Samoilenko

Publication year - 2016

Publication title -

comptes rendus mathématique

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.803

H-Index - 68

eISSN - 1778-3569

pISSN - 1631-073X

DOI - 10.1016/j.crma.2016.04.008

Subject(s) - semimartingale , mathematics , poisson distribution , convergence (economics) , quadratic growth , pure mathematics , perturbation (astronomy) , mathematical analysis , physics , statistics , quantum mechanics , economics , economic growth

In this Note, we present the weak convergence of additive functionals of processes with locally independent increments and Markov switching in Lévy and Poisson approximation schemes. The singular perturbation problem for the generators of switched processes is used to prove the semimartingales' predictable characteristics convergence

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research