Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725)
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scientific article
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| English | Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains |
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Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (English)
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1 December 2008
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Markov chain
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diffusion process
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transition density
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Edgeworth expansion
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parametrix method
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0.9039329290390016
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0.8119611740112305
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0.8106467127799988
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0.8021209239959717
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