ABSTRACT

ABSTRACT Let : z C ( t ) , > 0, E > 0 be a ft~rnily of M i ~ r k o ~ jump processes oil a measurable state space (X, X): and coi~sider a finite split of its state space. Under some additional coritlitioi~s we obtain by a singular perturbation technique, it~critgil~g and diffusion approximation resulk in single and double merging scheme for the integral fi,~nctional c" (2) := Ji n(zt ( S ) ) & , where tr is ;trl X-measurable function. \VC present here recent results given essentially in Korolyulc and Lirrmios (1998, 1999a.,b), under a mifiecl approach.