Ukrainian Mathematical Journal

, Volume 62, Issue 5, pp 774–784 | Cite as

Convergence of a semi-Markov process and an accompanying

Markov process to a Markov process
  • I. V. Samoilenko
  • I. V. Malyk

We propose an approach to the proof of the weak convergence of a semi-Markov process to a Markov process under certain conditions imposed on local characteristics of the semi-Markov process.


Relative Compactness Markov Process Weak Convergence Sojourn Time Martingale Problem 
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Copyright information

© Springer Science+Business Media, Inc. 2010

Authors and Affiliations

  • I. V. Samoilenko
    • 1
  • I. V. Malyk
    • 2
  1. 1.Institute of MathematicsUkrainian Academy of SciencesKievUkraine
  2. 2.Chernivtsi National UniversityChernivtsiUkraine

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