Convergence of a sequence of Markov chains to a diffusion type process (Q5391377)

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scientific article; zbMATH DE number 5875172
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Convergence of a sequence of Markov chains to a diffusion type process
scientific article; zbMATH DE number 5875172

    Statements

    Convergence of a sequence of Markov chains to a diffusion type process (English)
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    6 April 2011
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    Markov chains
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    random polygonal line
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    weak convergence
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    stochastic differential equation
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    diffusion type process
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