A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations (Q4509628)

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scientific article; zbMATH DE number 1519625
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A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
scientific article; zbMATH DE number 1519625

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    A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations (English)
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    19 October 2000
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    Markov chains
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    stochastic differential equations
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    numerical approximation
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