APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS

DOI10.1142/S0219493709002555zbMath1168.60359OpenAlexW2073424581MaRDI QIDQ3622768

Björn Böttcher, Rene L. Schilling

Publication date: 28 April 2009

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493709002555

zbMATH Keywords

Euler schemeFeller processjump processpseudo differential operatorMarkov chain approximation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30)

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Cites Work

• Uniqueness in law for pure jump Markov processes
• Conservativeness and extensions of Feller semigroups
• Growth and Hölder conditions for the sample paths of Feller processes
• Lévy measure with generalized polar decomposition and the associated sde with jumps
• Markov Processes from K. Ito's Perspective (AM-155)
• Symmetric Stable Laws and Stable-Like Jump-Diffusions
• PARABOLIC PSEUDODIFFERENTIAL EQUATIONS, HYPERSINGULAR INTEGRALS, AND MARKOV PROCESSES
• A parametrix construction for the fundamental solution of the evolution equation associated with a pseudo‐differential operator generating a Markov process

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