Random Evolutions

نویسنده

  • V. S. Koroliuk
چکیده

This article gives a short presentation of random evolutions. At first, the following two examples are presented: dynamical stochastic systems and increment processes both in Markov media. After, an introduction to semi-Markov Random evolution in a Banach space is given, where the previous evolutionary systems are obtained as particular cases. Finally, two abstract limit theorems of average and diffusion approximation for continuous and jump semi-Markov random evolutions are presented. Remarks on bibliography further topics related to random evolutions are given.

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تاریخ انتشار 2006