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Avtomatika i Telemekhanika, 2015, Issue 10, Pages 74–89 (Mi at14292)  
This article is cited in 3 scientific papers (total in 3 papers)

Stochastic Systems, Queuing Systems

Linear trend exclusion for models defined with stochastic differential and difference equations

V. D. Konakov, A. R. Markova

National Research University Higher School of Economics, Moscow, Russia
Full-text PDF (254 kB) Citations (3)
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Abstract: We consider a sequence of Markov chains that weakly converge to a diffusion process. We assume that the trend contains a linearly growing component. The usual parametrix method does not apply since the trend is unbounded. We show how to modify the parametrix method in order to get local limit theorems in this case.
Presented by the member of Editorial Board: A. V. Nazin

Received: 30.10.2014
English version:
Automation and Remote Control, 2015, Volume 76, Issue 10, Pages 1771–1783
DOI: https://doi.org/10.1134/S0005117915100057
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. D. Konakov, A. R. Markova, “Linear trend exclusion for models defined with stochastic differential and difference equations”, Avtomat. i Telemekh., 2015, no. 10, 74–89; Autom. Remote Control, 76:10 (2015), 1771–1783
Citation in format AMSBIB
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\paper Linear trend exclusion for models defined with stochastic differential and difference equations
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\pages 74--89
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  • https://www.mathnet.ru/eng/at/y2015/i10/p74
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    Full-text PDF :51
    References:39
    First page:23
     
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