Fast \(L_2\)-approximation of integral-type functionals of Markov processes

DOI10.15559/15-VMSTA29zbMath1352.60107arXiv1508.02847MaRDI QIDQ340769

Iurii Ganychenko

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02847

zbMATH Keywords

convergence ratesintegral functionalsMarkov processesstrong approximation\(L_2\)-approximation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic calculus of variations and the Malliavin calculus (60H07) (L^p)-limit theorems (60F25)

Related Items (1)

Approximation of occupation time functionals

Cites Work

• Rates of approximation of nonsmooth integral-type functionals of Markov processes
• Approximations of non-smooth integral type functionals of one dimensional diffusion processes
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