Approximating exit times of continuous Markov processes (Q784312)

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Approximating exit times of continuous Markov processes
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    Approximating exit times of continuous Markov processes (English)
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    3 August 2020
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    one-dimensional Markov process
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    speed measure
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    absorption time
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    exit time
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    Markov chain approximation
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    numerical scheme
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    functional limit theorem
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