Approximation of General Stochastic Hybrid Systems by Switching Diffusions with Random Hybrid Jumps
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-540-78929-1_43.pdf
Reference4 articles.
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3. Ethier, S.N., Kurtz, T.G.: Markov processes: Characterization and convergence. John Wiley & Sons, Chichester (1986)
4. Xia, A.: Weak convergence of markov processes with extended generators. The Annals of Probability 22, 2183–2202 (1994)
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