Double Merging of the Phase Space for Stochastic Differential Equations with Small Additions in Poisson Approximation Conditions
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Double merging of phase space for the stochastic evolutionary system is performed. The case is considered where system’s perturbations are determined by the impulse process at the Poisson approximation scheme. The limiting process under such conditions has two components: deterministic shift and Poisson jump addition.
Keywordsstochastic evolutionary system double merging of phase space Poisson approximation scheme
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