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The limit properties diffusion process in a semi-Markov environment

Object's details: The limit properties diffusion process in a semi-Markov environment

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Structure

Prace Naukowe Instytutu Matematyki i Informatyki=Scientific Research of the Institute of Mathematics and Computer Science.

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Description

Title:
The limit properties diffusion process in a semi-Markov environment
Group title:
Journal of Applied Mathematics and Computational Mechanics
Creator:
Chabanyuk Yaroslav
;
Rosa Wojciech
Subject and Keywords:
stochastic approximation procedure
;
compensating operator
;
asymptoticnormality of the stochastic procedure
;
small parameter
;
martingale characterization
;
Markov and semi-Markov processes
Publisher:
Wydaw. Politechniki Częstochowskiej
Place of publishing:
Częstochowa
Date:
2018
Resource Type:
czasopismo
Resource Identifier: oai:www.sbc.org.pl:454957
Language:
eng
Coverage:
2002-2012
Oryginal in:
Biblioteka Główna Politechniki Częstochowskiej

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Publications of the Participants

Additional information

Creation date: 2021-03-04
Last modification date: 2021-03-04
Content object's number of views: 18
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See also

Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

Creator:Kinash Anastasiia; Chabanyuk, Yaroslav; Khimka Uliana

Date:2015

Type:artykuł

Information on financing

The project is co-financed by the European Union from the European Regional Development Fund under the Regional Operational Program of the Silesian Voivodeship for the years 2014 - 2020 Silesian Digitarium. Digitization and access to the resources of cultural institutions of the Silesian Voivodeship.

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