Cybernetics and Systems Analysis

, Volume 53, Issue 3, pp 410–416

Differential Equations with Small Stochastic Additions Under Poisson Approximation Conditions

  • I. V. Samoilenko
  • Y. M. Chabanyuk
  • A. V. Nikitin
  • U. T. Himka
Article

DOI: 10.1007/s10559-017-9941-7

Cite this article as:
Samoilenko, I.V., Chabanyuk, Y.M., Nikitin, A.V. et al. Cybern Syst Anal (2017) 53: 410. doi:10.1007/s10559-017-9941-7
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Abstract

The methods proposed in the paper allow us to investigate the model of stochastic evolution, which includes Markov switchings, and to identify big jumps of disturbing process in the limiting equation. Big jumps of this type may describe rare catastrophic events in different applied problems. We consider the case where system disturbance is defined by impulse process in nonclassical approximation scheme. Particular attention is paid to the asymptotic behavior of the generator of the evolutionary system under examination.

Keywords

stochastic diffusion equation generator on Banach space Markov process stochastic approximation procedure Poisson approximation 

Copyright information

© Springer Science+Business Media New York 2017

Authors and Affiliations

  • I. V. Samoilenko
    • 1
  • Y. M. Chabanyuk
    • 2
  • A. V. Nikitin
    • 1
  • U. T. Himka
    • 3
  1. 1.Taras Shevchenko National University of KyivKyivUkraine
  2. 2.Ivan Franko Lviv National UniversityLvivUkraine
  3. 3.National University “Lvivska Politekhnika”LvivUkraine

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