Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
- 1 March 1971
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 8 (02) , 344-356
- https://doi.org/10.1017/s002190020003535x
Abstract
In [3] this author gave conditions under which a sequence of jump Markov processes Xn (t) will converge to the solution X(t) of a system of first order ordinary differential equations, in the sense that for every δ > 0.Keywords
This publication has 1 reference indexed in Scilit:
- Solutions of ordinary differential equations as limits of pure jump markov processesJournal of Applied Probability, 1970