On the weak convergence of interpolated Markov chains to a diffusion
From MaRDI portal
Publication:1845441
DOI10.1214/aop/1176996750zbMath0285.60064OpenAlexW2093100751MaRDI QIDQ1845441
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996750
Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items
One-dimensional cellular automata with random rules: longest temporal period of a periodic solution, Unnamed Item, Large homogeneous communication networks with Markovian access control. II: Global behavior and residence time, Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods, Stability for multispecies population models in random environments, Random environments and stochastic calculus, Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions, Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes, [https://portal.mardi4nfdi.de/wiki/Publication:4151488 Sur l'approximation des solutions d'�quations diff�rentielles stochastiques], Regulated growth in random environments, Global solution of the pressureless gas equation with viscosity, Approximations and computational methods for optimal stopping and stochastic impulsive control problems, The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest, Wiener processes on manifolds of maps, The power of unit root tests against nonlinear local alternatives
