[HTML][HTML] Markov chain approximations for nonsymmetric processes
M Weidner - Stochastic Processes and their Applications, 2023 - Elsevier
The aim of this article is to prove that diffusion processes in R d with a drift can be
approximated by suitable Markov chains on n− 1 Z d. Moreover, we investigate sufficient …
approximated by suitable Markov chains on n− 1 Z d. Moreover, we investigate sufficient …
Markov chain approximations for nonsymmetric processes
M Weidner - Stochastic Processes and their Applications, 2023 - econpapers.repec.org
The aim of this article is to prove that diffusion processes in Rd with a drift can be
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …
[PDF][PDF] Markov chain approximations for nonsymmetric processes
M Weidner - Stochastic Processes and their Applications, 2023 - researchgate.net
The aim of this article is to prove that diffusion processes in Rd with a drift can be
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …
Markov chain approximations for nonsymmetric processes
M Weidner - arXiv e-prints, 2022 - ui.adsabs.harvard.edu
The aim of this article is to prove that diffusion processes in $\mathbb {R}^ d $ with a drift can
be approximated by suitable Markov chains on $ n^{-1}\mathbb {Z}^ d $. Moreover, we …
be approximated by suitable Markov chains on $ n^{-1}\mathbb {Z}^ d $. Moreover, we …
Markov chain approximations for nonsymmetric processes
M Weidner - arXiv preprint arXiv:2205.00845, 2022 - arxiv.org
The aim of this article is to prove that diffusion processes in $\mathbb {R}^ d $ with a drift can
be approximated by suitable Markov chains on $ n^{-1}\mathbb {Z}^ d $. Moreover, we …
be approximated by suitable Markov chains on $ n^{-1}\mathbb {Z}^ d $. Moreover, we …
Markov chain approximations for nonsymmetric processes
M Weidner - Stochastic Processes and their Applications, 2023 - ideas.repec.org
The aim of this article is to prove that diffusion processes in Rd with a drift can be
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …
[PDF][PDF] MARKOV CHAIN APPROXIMATIONS FOR NONSYMMETRIC PROCESSES
M WEIDNER - arXiv preprint arXiv:2205.00845, 2022 - researchgate.net
The aim of this article is to prove that diffusion processes in Rd with a drift can be
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …
approximated by suitable Markov chains on n− 1Zd. Moreover, we investigate sufficient …