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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
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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 

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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