Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948)
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English | Wasserstein convergence rates for random bit approximations of continuous Markov processes |
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Wasserstein convergence rates for random bit approximations of continuous Markov processes (English)
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28 October 2020
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one-dimensional Markov process
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speed measure
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Markov chain approximation
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numerical scheme
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rate of convergence
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Wasserstein distance
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