Markov chain approximations for symmetric jump processes

DOI10.1007/s11118-007-9060-6zbMath1128.60071arXivmath/0611934OpenAlexW2118793119MaRDI QIDQ2461582

Moritz Kassmann, Ryad Husseini

Publication date: 28 November 2007

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611934

zbMATH Keywords

Markov chainsjump processesLévy measurecentral-limit theorem

Mathematics Subject Classification ID

Related Items (13)

Markov chain approximation of pure jump processes ⋮ Regularity of harmonic functions for some Markov chains with unbounded range ⋮ On the differentiability issue of the drift-diffusion equation with nonlocal Lévy-type diffusion ⋮ Markov chain approximations for nonsymmetric processes ⋮ Discrete approximation of symmetric jump processes on metric measure spaces ⋮ Random conductance models with stable-like jumps: quenched invariance principle ⋮ A priori estimates for integro-differential operators with measurable kernels ⋮ Symmetric jump processes: localization, heat kernels and convergence ⋮ Jump processes, \(\mathcal L\)-harmonic functions, continuity estimates and the Feller property ⋮ Convergence of symmetric Markov chains on \({\mathbb{Z}^d}\) ⋮ Approximation of jump processes on fractals ⋮ Regularity estimates for elliptic nonlocal operators ⋮ Convergence of nonlocal diffusion models on lattices

Cites Work

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• Transition Probabilities for Symmetric Jump Processes
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• Markov Chains
• Symmetric Markov chains on ℤ^{𝕕} with unbounded range
• Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order
• Approximation of Hunt processes by multivariate Poisson processes

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