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Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation

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Abstract

We investigate the asymptotic stability of semi-Markov risk processes with probability one in schemes of averaging and diffusion approximation.

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References

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Authors
  1. A. V. Svishchuk
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  2. S. Ya. Goncharova
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Additional information

International Mathematical Center, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 7, pp. 972–979, July, 1999.

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Svishchuk, A.V., Goncharova, S.Y. Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation. Ukr Math J 51, 1095–1104 (1999). https://doi.org/10.1007/BF02592044

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  • DOI: https://doi.org/10.1007/BF02592044

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