On the weak convergence of interpolated Markov chains to a diffusion

DOI10.1214/AOP/1176996750MaRDI QIDQ1845441zbMATH OpenOpenAlexFDO

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)

• Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes
• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
• One-dimensional cellular automata with random rules: longest temporal period of a periodic solution
• Wiener processes on manifolds of maps
• Weak convergence of Markov chain sampling methods and annealing algorithms to diffusions
• Regulated growth in random environments
• scientific article; zbMATH DE number 3529220 (Why is no real title available?)
• Approximations and computational methods for optimal stopping and stochastic impulsive control problems
• Large homogeneous communication networks with Markovian access control. II: Global behavior and residence time
• Functional central limit theorems for rough volatility
• Sur l'approximation des solutions d'�quations diff�rentielles stochastiques
• Stability for multispecies population models in random environments
• The power of unit root tests against nonlinear local alternatives
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
• Global solution of the pressureless gas equation with viscosity
• Random environments and stochastic calculus

This page was built for publication: On the weak convergence of interpolated Markov chains to a diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1845441)