arXiv subjects
Publications and source records attributed to I. V. Samoilenko.
Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.
Is studied asymptotic expansion for solution of singularly perturbed equation for Markov random evolution in Rd. The views of regular and singular parts of solution are found.
Weak convergence of the stochastic evolutionary system to the average evolutionary system is proved. The method proposed by R.Liptser in for semimartingales is used. But we apply a solution of singular perturbation problem instead of ergodic theorem.
Obvious view of distribution function of Markovian random evolution is found in terms of Bessel functions of n+1-th order.
In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a modification, where we apply a solution of a singular perturbation problem instead of an ergodic theorem.
In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process is used to prove the relative compactness.
Is studied asymptotic expansion for solution of singularly perturbed equation for functional of Markovian evolution in Rd. The view of regular and singular parts of solution is found.
In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a modification, where we apply a solution of a singular perturbation problem instead of an ergodic theorem.