Dual approximation of random evolutions in an averaging scheme

We consider a double approximation of semi-Markov random evolutions, namely, the averaging and diffusion approximation, when the balance condition is not fulfilled. Double approximation algorithms are applicable for reserve and transport processes and other stochastic systems in a semi-Markov random medium.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 3, pp. 400–408, March, 1992.