10 citations · 14 across the 3 of their papers we have counts for
3 papers
math.PR2009★ 1 cited
Asymptotic Expansion for the Functional of Markovian Evolution in Rd in the Circuit of Diffusion Approximation
I. V. Samoilenko
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 fou…
math.PR2009★ 3 cited
Levy Approximation of Impulsive Recurrent Process with Semi-Markov Switching
V. S. Koroliuk, N. Limnios, I. V. Samoilenko
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 c…
math.PR2009★ 10 cited
Poisson Approximation of Processes with Locally Independent Increments with Markov Switching
V. S. Koroliuk, N. Limnios, I. V. Samoilenko
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 pro…