On the Continuous Diffusion Approximation of Some Discrete Markov Chains

DOI10.2174/1874114200903010007zbMath1322.60144OpenAlexW2060140402MaRDI QIDQ3192778

Mario Abundo

Publication date: 14 October 2015

Published in: The Open Applied Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2174/1874114200903010007

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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