Publication | Closed Access
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
573
Citations
3
References
1971
Year
Stochastic ProcessesMarkov ProcessesJump MarkovStochastic Dynamical SystemMarkov KernelStochastic SystemSolution XX NLevy ProcessOrdinary Differential ProcessesStochastic Differential Equation
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.
| Year | Citations | |
|---|---|---|
1970 | 927 | |
1969 | 508 | |
1972 | 23 |
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