Title of article
First integrals in the diffusion approximation scheme Original Research Article
Author/Authors
V.S. Koroliuk، نويسنده , , N. Limnios، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
5
From page
227
To page
231
Abstract
This work deals with the diffusion approximation of the first integral of a stochastic dynamic system switched by a semi-Markov process in a series scheme. The results are obtained by a singular perturbation approach using the compensating operator of the extended Markov renewal process.
Keywords
Diffusion approximation , First integral , Semi-Markov process , Dynamical system , Switching process
Journal title
Applied Mathematics Letters
Serial Year
2008
Journal title
Applied Mathematics Letters
Record number
898558
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