Weak convergence of Markovian random evolution in a multidimensional space
Probability
2011-12-30 v1
Abstract
We study Markovian symmetry and non-symmetry random evolutions in . Weak convergence of Markovian symmetry random evolution to Wiener process and of Markovian non-symmetry random evolution to a diffusion process with drift is proved using problems of singular perturbation for the generators of evolutions. Relative compactness in of the families of Markovian random evolutions is also shown.
Keywords
Cite
@article{arxiv.1112.6242,
title = {Weak convergence of Markovian random evolution in a multidimensional space},
author = {Igor V. Samoilenko},
journal= {arXiv preprint arXiv:1112.6242},
year = {2011}
}