Hostname: page-component-78c5997874-j824f Total loading time: 0 Render date: 2024-11-19T06:37:52.659Z Has data issue: false hasContentIssue false
  • English
  • Français

Limit theorems for sequences of jump Markov processes approximating ordinary differential processes

Published online by Cambridge University Press:  14 July 2016

T. G. Kurtz
T. G. Kurtz*
Affiliation:
University of Wisconsin
Get access Rights & Permissions [Opens in a new window]

Extract

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.

Type
Research Papers
Information
Journal of Applied Probability , Volume 8 , Issue 2 , June 1971 , pp. 344 - 356
Copyright
Copyright © Applied Probability Trust 1971 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Billingsley, P. (1968) Convergence of Probability Measures. John Wiley and Sons, New York.Google Scholar
[2] Dynkin, E. B. (1965) Markov Processes I. Academic Press, New York.Google Scholar
[3] Kurtz, T. G. (1970) Solutions of ordinary differential equations as limits of pure jump Markov processes. J. Appl. Prob. 7, 49–58.CrossRefGoogle Scholar
[4] Kurtz, T. G. (1970) Inequalities for the law of large numbers. (To appear).Google Scholar