Limit theorems for sequences of jump Markov processes approximating ordinary differential processes

Thomas G. Kurtz

Journal of Applied Probability · 1971 · 592 citations · 3 references

Concepts

Abstract

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.

References

3