Approximation of Markov semigroups in total variation distance
From MaRDI portal
Publication:287701
DOI10.1214/16-EJP4079zbMath1338.60097MaRDI QIDQ287701
Publication date: 23 May 2016
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejp/1455717196
Malliavin calculusMarkov processesinvariance principlesapproximation schemestotal variation distance
Numerical analysis or methods applied to Markov chains (65C40) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)
Related Items (11)
Convergence in Total Variation of the Euler--Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise ⋮ An asymptotic radius of convergence for the Loewner equation and simulation of \(\mathrm{SLE}_{\kappa}\) traces via splitting ⋮ Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations ⋮ Total variation distance between stochastic polynomials and invariance principles ⋮ Small time chaos approximations for heat kernels of multidimensional diffusions ⋮ Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations ⋮ The Girsanov Theorem Without (So Much) Stochastic Analysis ⋮ Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process ⋮ Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model ⋮ Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes ⋮ A generic construction for high order approximation schemes of semigroups using random grids
This page was built for publication: Approximation of Markov semigroups in total variation distance