Convergence of switching diffusions

Link:
Autor/in:
Erscheinungsjahr:
2015
Medientyp:
Text
Schlagworte:
  • Markov processes
  • Markov chain
  • Switching diffusions
  • Stochastic Differential Equations
  • Fractional Brownian Motion
  • Random Walk
  • Markov processes
  • Markov chain
  • Switching diffusions
  • Stochastic Differential Equations
  • Fractional Brownian Motion
  • Random Walk
Beschreibung:
  • This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on semimartingale techniques, so that no Markovian assumption for the modulating process is needed. (C) 2015 Elsevier B.V. All rights reserved.
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH

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Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/6f882b1d-9800-4195-ae39-ec4ce6c7b7c1