MARKOV CHAIN APPROXIMATIONS FOR ONE DIMENSIONAL DIFFUSIONS

Li, XD; Ying, JG

Li, XD (corresponding author), Fudan Univ, Shanghai 200433, Peoples R China.

OSAKA JOURNAL OF MATHEMATICS, 2021; 58 (3): 551

Abstract

The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a ......

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