Local approximations of Markov random walks by diffusions. (Q1766010)

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scientific article; zbMATH DE number 2138904
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    Local approximations of Markov random walks by diffusions.
    scientific article; zbMATH DE number 2138904

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      Local approximations of Markov random walks by diffusions. (English)
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      25 February 2005
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      random walks
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      Markov chains
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      diffusion processes
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      transition probabilities
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