Étude des oscillations d'un processus de sauts purs à l'aide d'un processus de diffusion

 Access to full text

 Full (PDF)

1. [1] M.F. AllainConvergence de processus de Markov de sauts purs vers un processus de diffusion. Séminaire de Rennes1975 
2. [2] P. BillingsleyConvergence of probability measures. John Wiley and Sons, 1968 Zbl0944.60003MR233396
3. [3] K.L. ChungA course in probability theory. Academic Press1974 Zbl0345.60003MR1796326
4. [4] W.H. Flemming and Chan Hsing SuOne dimensionnal migration models in population genetics theory. Preprint. Brown University Providence, Rhode Island 02912 
5. [5] D.P. GaverDiffusion approximations and models for certain congestion problems. J. Appl. Prob.5, 607-623 (1968) Zbl0194.20801MR238410
6. [6] D.P. Gaver and G.S. ShedlerProcessor utilization in multiprogramming systems via Diffusion Approximations 
7. [7] E. GelembeOn approximate computer system models. Journal of the Association for computing machinery. 22,2, 261-269, 1975 Zbl0322.68035MR381028
8. [8] D.P. KennedyLimiting diffusions for the conditionned M/G/1 Queue. J. Appl. Prob.11, 355-362, 1974 Zbl0279.60089MR365760
9. [9] H. KobayashiApplications of the diffusion approximation to queuing networks. Computer Sciences Mathematics, 1972 Zbl0285.60080
10. [10] T.G. KurtzSolutions of ordinary differential equations as limits of pure jump Markov processes. J. Appl. Prob.7, 49-58 Zbl0191.47301MR254917
11. [11] T.G. KurtzLimit theorem for sequences of jump Markov processes approximating ordinary differential processes. J. Appl. Prob.8, 344-356, 1971 Zbl0219.60060MR287609
12. [12] T.G. KurtzSemigroups of conditionned shifts and approximation of Markov processes (to appear) Zbl0318.60026MR383544
13. [13] H.J. KushnerOn the weak convergence of interpolated Markov chains to a diffusion. Ann. Prob.2, 40-50, 1974 Zbl0285.60064MR362428
14. [14] G.F. NewellApplications of queuing theory. Chapman and Hall, London, 1971, chap. 6 Zbl0503.60094MR348857
15. [15] P. PriouretProcessus de diffusion et équations différentielles stochastiques. Ecole d'Eté de Probabilités de Saint FlourIII, 1973. Springer Verlag Zbl0363.60064
16. [16] D.W. Strook and S.R.S. VaradhanDiffusion processes with continuous coefficients. Comm. Pure. Appl. Math22, 479-530, 1967 Zbl0167.43904
17. [17] Yamada and WatanabeOn the uniqueness of solutions of stochastic differential equations. J. of Math. Kyoto University, vol 11, N° 1-3 Zbl0236.60037