Convergence of stochastic process with Markov switching
It has been established sufficient conditions for the convergence of a multi-dimensional stochastic process in the case of dependence of the regression function on the environment, which is described by Markov switchings. It has been obtained the generator of a limiting process, which is a stochasti...
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| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
Ivan Franko National University of Lviv
2012-05-01
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| Series: | Математичні Студії |
| Subjects: | |
| Online Access: | http://matstud.org.ua/texts/2012/37_2/203-208.pdf |
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