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Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process - MaRDI portal

Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (Q1713467)

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scientific article; zbMATH DE number 7006794
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English
Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process
scientific article; zbMATH DE number 7006794

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    Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process (English)
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    25 January 2019
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    Markov semigroups
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    CIR process
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