Approximating exit times of continuous Markov processes (Q784312)

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scientific article; zbMATH DE number 7226745
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    Approximating exit times of continuous Markov processes
    scientific article; zbMATH DE number 7226745

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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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