Weak approximation rates for integral functionals of Markov processes

DOI10.15559/15-VMSTA37CNFzbMath1352.60109arXiv1510.01854OpenAlexW1908821173MaRDI QIDQ340781

Iurii Ganychenko, Alexei M. Kulik

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/1510.01854

zbMATH Keywords

integral functionalsMarkov processesFeynman-Kac formulaoccupation-time optionweak approximation rates

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items

Accuracy of discrete approximation for integral functionals of Markov processes

Cites Work

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