Markov chain approximations to scale functions of Lévy processes (Q492961): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C99 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6474647 / rank | |||
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| Property / zbMATH Keywords | |||
spectrally negative Lévy processes | |||
| Property / zbMATH Keywords: spectrally negative Lévy processes / rank | |||
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continuous-time Markov chains | |||
| Property / zbMATH Keywords: continuous-time Markov chains / rank | |||
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scale functions | |||
| Property / zbMATH Keywords: scale functions / rank | |||
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approximation algorithm | |||
| Property / zbMATH Keywords: approximation algorithm / rank | |||
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convergence rates | |||
| Property / zbMATH Keywords: convergence rates / rank | |||
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Revision as of 22:14, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain approximations to scale functions of Lévy processes |
scientific article |
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Markov chain approximations to scale functions of Lévy processes (English)
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21 August 2015
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spectrally negative Lévy processes
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continuous-time Markov chains
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scale functions
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approximation algorithm
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convergence rates
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