APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
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Publication:3622768
DOI10.1142/S0219493709002555zbMath1168.60359MaRDI QIDQ3622768
Rene L. Schilling, Björn Böttcher
Publication date: 28 April 2009
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Euler scheme; Feller process; jump process; pseudo differential operator; Markov chain approximation
60J25: Continuous-time Markov processes on general state spaces
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J35: Transition functions, generators and resolvents
47G30: Pseudodifferential operators
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