Double Merging of the Phase Space for Stochastic Differential Equations with Small Additions in Poisson Approximation Conditions

Double merging of phase space for the stochastic evolutionary system is performed. The case is considered where system’s perturbations are determined by the impulse process at the Poisson approximation scheme. The limiting process under such conditions has two components: deterministic shift and Poi...

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Published in:Cybernetics and systems analysis 2019-03, Vol.55 (2), p.265-273
Main Authors: Samoilenko, I. V., Nikitin, A. V.
Format: Article
Language:English
Subjects:
Approximation
Artificial Intelligence
Control
Differential equations
Mathematical analysis
Mathematics
Mathematics and Statistics
Processor Architectures
Software Engineering/Programming and Operating Systems
Systems Theory
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description Double merging of phase space for the stochastic evolutionary system is performed. The case is considered where system’s perturbations are determined by the impulse process at the Poisson approximation scheme. The limiting process under such conditions has two components: deterministic shift and Poisson jump addition.
doi_str_mv 10.1007/s10559-019-00131-w
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subjects Approximation
Artificial Intelligence
Control
Differential equations
Mathematical analysis
Mathematics
Mathematics and Statistics
Processor Architectures
Software Engineering/Programming and Operating Systems
Systems Theory
title Double Merging of the Phase Space for Stochastic Differential Equations with Small Additions in Poisson Approximation Conditions
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