Pages that link to "Item:Q2637751"
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The following pages link to Markov chain approximations for transition densities of Lévy processes (Q2637751):
Displaying 14 items.
- Accuracy of discrete approximation for integral functionals of Markov processes (Q340801) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- Approximations for the distributions of bounded variation Lévy processes (Q613155) (← links)
- Geometric approximations to transition densities of jump-type Markov processes (Q2135015) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- Precise asymptotic approximations for kernels corresponding to Lévy processes (Q2248971) (← links)
- On finite difference schemes for partial integro-differential equations of Lévy type (Q2292034) (← links)
- A square root approximation of transition rates for a Markov state model (Q2848633) (← links)
- Strong Markov approximation of Lévy processes and their generalizations in a scheme of series (Q2922894) (← links)
- (Q4948768) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
