Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948): Difference between revisions

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Wasserstein convergence rates for random bit approximations of continuous Markov processes
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    Wasserstein convergence rates for random bit approximations of continuous Markov processes (English)
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    28 October 2020
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    one-dimensional Markov process
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    speed measure
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    Markov chain approximation
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    numerical scheme
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    rate of convergence
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    Wasserstein distance
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