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 |
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doaj-15fc30404ed74992b6a916d5aabce55e2020-11-24T21:38:04ZengHindawi LimitedJournal of Applied Mathematics1110-757X1687-00422015-01-01201510.1155/2015/563060563060Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance ConditionIgor V. Malyk0Department of the System Analysis and Insurance and Financial Mathematics, Yuriy Fedkovych Chernivtsi National University, Universitetska Street 12, Chernivtsi 58012, UkraineWeak 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 getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-Markov process.http://dx.doi.org/10.1155/2015/563060 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Igor V. Malyk |
| spellingShingle |
Igor V. Malyk Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition Journal of Applied Mathematics |
| author_facet |
Igor V. Malyk |
| author_sort |
Igor V. Malyk |
| title |
Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition |
| title_short |
Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition |
| title_full |
Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition |
| title_fullStr |
Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition |
| title_full_unstemmed |
Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition |
| title_sort |
compensating operator and weak convergence of semi-markov process to the diffusion process without balance condition |
| publisher |
Hindawi Limited |
| series |
Journal of Applied Mathematics |
| issn |
1110-757X 1687-0042 |
| publishDate |
2015-01-01 |
| description |
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 getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-Markov process. |
| url |
http://dx.doi.org/10.1155/2015/563060 |
| work_keys_str_mv |
AT igorvmalyk compensatingoperatorandweakconvergenceofsemimarkovprocesstothediffusionprocesswithoutbalancecondition |
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