Geodesic
Lévy approximation of impulsive recurrent process with semi-Markov switching
Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 77-85 Cet article a éte moissonné depuis la source Math-Net.Ru

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The weak convergence of an impulsive recurrent process with semi-Markov switching in the scheme of the Lévy approximation is proved. The singular perturbation problem for the compensating operator of an extended Markov renewal process is used to prove the relative compactness.
Keywords: semimartingale, semi-Markov process, impulsive recurrent process, piecewise deterministic Markov process, weak convergence
Mots-clés : Lévy approximation, singular perturbation. 
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V. S. Korolyuk; N. Limnios; I. V. Samoilenko. Lévy approximation of impulsive recurrent process with semi-Markov switching. Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 77-85. http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a8/

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