Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition

[摘要] Weak convergence of semi-Markov processes in the diffusive approximation scheme is studied in the paper. This problem is not new and it is studied in many papers, using convergence of random processes. Unlike other studies, we used in this paper concept of the compensating operator. It enables getting sufficient conditions of weak convergence under the conditions on the local characteristics of output semi-Markov process.

[学科分类] 应用数学