On diffusion approximation with discontinuous coefficients

Author:

Krylov N.V.,Liptser R.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference22 articles.

1. Chao, Yi-Ju., 1999. Diffusion approximation of a sequence of semimartingales and its application in exploring the asymptotic behavior of some queueing networks. Ph.D. Thesis, University of Minnesota, June.

2. Heavy traffic approximations for a system of infinite servers with load balancing;Fleming;Probab. Eng. Inform. Sci.,1999

3. Stochastic Differential Equations and Diffusion Processes;Ikeda,1981

4. Jacod, J., Shiryayev, A., 1987. Limit theorems for stochastic processes. Grundlehren der Mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics. Springer, New York, Berlin, Heidelberg.

5. Limit non-stationary behavior of large closed queueing network with bottleneck;Kogan;Queueing Systems,1993

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