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Compensating operator and weak convergence of semi-markov process to the diffusion process without balance condition
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نویسنده
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malyk i.v.
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منبع
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journal of applied mathematics - 2015 - دوره : 2015 - شماره : 0
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چکیده
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Weak convergence of semi-markov processes in the diffusive approximation scheme is studied in the paper. this problem is not new and it is studied in many papers,using convergence of random processes. unlike other studies,we used in this paper concept of the compensating operator. it enables getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-markov process. © 2015 igor v. malyk.
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آدرس
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department of the system analysis and insurance and financial mathematics,yuriy fedkovych chernivtsi national university,universitetska street 12, Ukraine
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Authors
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