Diffusion approximation of systems with weakly ergodic Markov perturbations. II
Анотація
This paper is a continuation of the paper [A. Yu. Veretennikov and A. M. Kulik,
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Nonlinear Differential Equations Analysis
Limit Theorem for Countable Systems of Stochastic Differential Equations
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Nonlinear Differential Equations Analysis
Lévy approximation of an impulse recurrent process with Markov switching
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Nonlinear Differential Equations Analysis
Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. Part I
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Nonlinear Differential Equations Analysis
Linear equations and stochastic exponents in a Hilbert space
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Nonlinear Differential Equations Analysis
Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. II
Схоже за: Stochastic processes and financial applications · advanced mathematical theories · Nonlinear Differential Equations Analysis