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Singularly perturbed stochastic systems

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Abstract

Problems of singular perturbation of reducible invertible operators are classified and their applications to the analysis of stochastic Markov systems represented by random evolutions are considered. The phase merging, averaging, and diffusion approximation schemes are discussed for dynamical systems with rapid Markov switchings.

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Authors
  1. V. S. Korolyuk
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Additional information

Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Published in Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 1, pp. 25–34, January, 1997.

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Korolyuk, V.S. Singularly perturbed stochastic systems. Ukr Math J 49, 25–35 (1997). https://doi.org/10.1007/BF02486614

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  • DOI: https://doi.org/10.1007/BF02486614

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