Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition
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 getti...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2015-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2015/563060 |