General diffusion processes as limit of time-space Markov chains (Q6187474)
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scientific article; zbMATH DE number 7787920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General diffusion processes as limit of time-space Markov chains |
scientific article; zbMATH DE number 7787920 |
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General diffusion processes as limit of time-space Markov chains (English)
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15 January 2024
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Markov chain approximation
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random walk
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singular diffusion
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sticky
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skew
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slow reflection
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Donsker's invariance principle
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Wasserstein distance
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