Journal of Applied Probability · 1971 · 592 citations · 3 references
EngineeringMathematicsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesJump ProcessesLimit TheoremsMarkov ProcessesStochastic Differential EquationsJump-diffusion ProcessesMarkov Jump ProcessesMarkov Jump Systems
In [3] this author gave conditions under which a sequence of jump Markov processes X n ( t ) will converge to the solution X ( t ) of a system of first order ordinary differential equations, in the sense that for every δ > 0.
3
Inequalities for the Law of Large Numbers
Thomas G. Kurtz · The Annals of Mathematical Statistics · 1972 · 23 citations · Full text