Convergence of a sequence of Markov chains to a diffusion type process

DOI10.1090/S0094-9000-09-00766-2zbMath1224.60174MaRDI QIDQ5391377

Andrij V. Yershov, Grigori L. Kulinich

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationweak convergenceMarkov chainsdiffusion type processrandom polygonal line

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Equations and inequalities involving linear operators, with vector unknowns (47A50)

This page was built for publication: Convergence of a sequence of Markov chains to a diffusion type process