An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process
DOI10.1090/TPMS/947zbMATH Open1326.60037OpenAlexW1417978927MaRDI QIDQ2944730FDOQ2944730
Authors: Iu. V. Ganychenko 
Publication date: 8 September 2015
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tpms/947
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convergence ratelocal timeadditive functionalsMarkov approximationmultidimensional diffusion processdifference approximations
Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)
Cites Work
- Title not available (Why is that?)
- Local limit theorems for transition densities of Markov chains converging to diffusions
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- Theory of stochastic processes. With applications to financial mathematics and risk theory
- Weak convergence of additive functionals of a sequence of Markov chains
- Markov approximation of stable processes by random walks
Cited In (3)
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