Markov chain approximations to scale functions of Lévy processes (Q492961)
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scientific article
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| English | Markov chain approximations to scale functions of Lévy processes |
scientific article |
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Markov chain approximations to scale functions of Lévy processes (English)
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21 August 2015
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spectrally negative Lévy processes
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continuous-time Markov chains
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scale functions
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approximation algorithm
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convergence rates
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0.8343145847320557
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0.8298845887184143
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0.8153778314590454
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0.8087504506111145
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0.8078479766845703
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