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The averaging principle for switching processes. (English. Russian original) Zbl 0835.60018

Theory Probab. Math. Stat. 46, 1-10 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 3-13 (1992).
Summary: Conditions for uniform convergence of sample functions of switching processes to solutions of corresponding differential equations are obtained. The averaging principle is proved for dynamical systems with switching of semi-Markov type.

MSC:

60F05 Central limit and other weak theorems
93E03 Stochastic systems in control theory (general)