APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS (Q3622768): Difference between revisions
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scientific article
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English | APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS |
scientific article |
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APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS (English)
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28 April 2009
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Feller process
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pseudo differential operator
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Markov chain approximation
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Euler scheme
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jump process
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