Increment Processes and Its Stochastic Exponential with Markov Switching in Poisson Approximation Scheme

Computers and Mathematics with Applications

Volumn 46, Issue 7, 2003, Pages 1073-1079

  Korolyuk, V S ^a   Limnios, N ^b  

^a INSTITUTE OF MATHEMATICS   (Ukraine)

^b UNIVERSITÉ DE TECHNOLOGIE DE COMPIÈGNE   (France)

Author keywords

Increment process; Markov process; Poisson approximation; Semimartingale; Stochastic exponential process; Weak convergence

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL OPERATORS; PERTURBATION TECHNIQUES; POISSON DISTRIBUTION; THEOREM PROVING;

INCREMENT PROCESSES; STOCHASTIC EXPONENTIAL PROCESSES;

MARKOV PROCESSES;

EID: 0242663282     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0898-1221(03)90121-0     Document Type: Conference Paper

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