Article ID Journal Published Year Pages File Type
1710128 Applied Mathematics Letters 2008 5 Pages PDF
Abstract

This work deals with the diffusion approximation of the first integral of a stochastic dynamic system switched by a semi-Markov process in a series scheme. The results are obtained by a singular perturbation approach using the compensating operator of the extended Markov renewal process.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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