Asymptotic Analyses for Complex Evolutionary Systems With Markov and Semi-markov Switching Using Approximation Schemes - Couverture rigide

Chabanyuk, Yaroslav; Nikitin, Anatolii; Khimka, Uliana

 
9781786305565: Asymptotic Analyses for Complex Evolutionary Systems With Markov and Semi-markov Switching Using Approximation Schemes
Couverture rigide
ISBN 10 : 1786305569 ISBN 13 : 9781786305565
Editeur : ISTE Ltd and John Wiley & Sons Inc, 2020

Synopsis

This book analyzes stochastic evolutionary models under the impulse of diffusion, as well as Markov and semi-Markov switches. Models are investigated under the conditions of classical and non-classical (Levy and Poisson) approximations in addition to jumping stochastic approximations and continuous optimization procedures.

Among other asymptotic properties, particular attention is given to weak convergence, dissipativity, stability and the control of processes and their generators.

Weak convergence of stochastic processes is usually proved by verifying two conditions: the tightness of the distributions of the converging processes, which ensures the existence of a converging subsequence, and the uniqueness of the weak limit. Achieving the limit can be done on the semigroups that correspond to the converging process as well as on appropriate generators. While this provides the convergence of generators, a natural question arises concerning the uniqueness of a limit semigroup.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Yaroslav Chabanyuk is Senior Research Officer at Lublin University of Technology, Poland, and at Ivan Franko National University of Lviv, Ukraine. His work specializes in system analysis and properties of random processes with Markov and semi-Markov switching.

Anatolii Nikitin is Senior Research Officer at Taras Shevchenko National University of Kyiv, Ukraine, and Professor at the Jan Kochanowski University (JKU) in Kielce, Poland. His work specializes in system analysis and asymptotic properties of stochastic differential equations.

Uliana Khimka is Professor at Ivan Franko National University of Lviv. She is the author of more than 100 scientific works and, in 2013, she defended her PhD thesis, Continuous Stochastic Optimizations Procedure in the Environment with Markov Switching.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
ISTE Ltd and John Wiley & Sons Inc
Date d'édition
2020
Langue
anglais
ISBN 10 
1786305569
ISBN 13 
9781786305565
Reliure
Relié
Nombre de pages
240
Coordonnées du fabricant
non disponible
Personne responsable
non disponible