APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS (Q3622768)

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APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
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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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