On the weak convergence of interpolated Markov chains to a diffusion

DOI10.1214/AOP/1176996750zbMATH Open0285.60064OpenAlexW2093100751MaRDI QIDQ1845441FDOQ1845441

Authors: Harold J. Kushner 

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996750

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05)

Cited In (16)

• Functional central limit theorems for rough volatility
• Large homogeneous communication networks with Markovian access control. II: Global behavior and residence time
• One-dimensional cellular automata with random rules: longest temporal period of a periodic solution
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
• Approximations and computational methods for optimal stopping and stochastic impulsive control problems
• Random environments and stochastic calculus
• Sur l'approximation des solutions d'�quations diff�rentielles stochastiques
• Global solution of the pressureless gas equation with viscosity
• Regulated growth in random environments
• Title not available (Why is that?)
• Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions
• Stability for multispecies population models in random environments
• The power of unit root tests against nonlinear local alternatives
• Wiener processes on manifolds of maps
• Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes

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