具有Markov切换的脉冲递归过程的Levy逼近
Levy Approximation of Impulsive Recurrent Process with Markov Switching
摘要:
本文证明了在Levy逼近格式下具有Markov切换的脉冲递归过程的弱收敛性。对于相对紧性,R. Liptser的半鞅是用修改,其中我们申请的解决方案的奇异扰动问题,而不是一个遍历定理。
英文摘要:
In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a modification, where we apply a solution of a singular perturbation problem instead of an ergodic theorem.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。