Approximating exit times of continuous Markov processes (Q784312)
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scientific article; zbMATH DE number 7226745
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| English | Approximating exit times of continuous Markov processes |
scientific article; zbMATH DE number 7226745 |
Statements
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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0.7759212255477905
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0.7714912295341492
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0.7592115998268127
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0.7380245327949524
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0.7371487617492676
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