Markov chain approximations for one dimensional diffusions

zbMath1473.60105arXiv2004.06948MaRDI QIDQ2231242

Jiangang Ying, Xiaodan Li

Publication date: 29 September 2021

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.06948

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Convergence of probability measures (60B10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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• Symmetric Markov chains on ℤ^{𝕕} with unbounded range

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