Asymptotic properties of the impulse perturbation process under Levy approximation conditions with the point of equilibrium of the quality criterion
Journal Title: Математичні Студії - Year 2019, Vol 52, Issue 1
Abstract
For the system of stochastic differential equations with Markov switchings and impulse disturbance in the conditions of Levy approximation in the conditions of a single point of equilibrium of the quality criterion, limiting generators of the impulse process and dynamical system are constructed. In particular, we discuss how the behavior of the boundary process depends on the pre-limiting normalization of the stochastic evolutionary system in the ergodic Markov environment.
Authors and Affiliations
Y. M. Chabanyuk, A. V. Nikitin, U. T. Khimka
Keywords
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- EP ID EP673822
- DOI 10.30970/ms.52.1.96-104
- Views 53
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