COMPENSATING OPERATOR AND CONVERGENCE OF SEMI-MARKOV PROCESS TO THE SOLUTION OF ORDINARY DIFFERENTIAL EQUATION
IGOR V. MALYK *
Department of the System Analysis and Insurance and Financial Mathematics, Yuriy Fedkovych Chernivtsi National University, Unversitetska st., 12, Chernivtsy, 58012, Ukraine.
*Author to whom correspondence should be addressed.
Abstract
This study concerns weak convergence of semi-Markov processes in averaging scheme. Using the compensating operator instead of process’s generator is novelty of the manuscript. Unlike other studies, only moment’s conditions on the local characteristic of semi-Markov process are using in the proof.
Keywords: Compensating operator, weak convergence, semi-Markov process