APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS

DOI10.1142/S0219493709002555zbMath1168.60359MaRDI QIDQ3622768

Rene L. Schilling, Björn Böttcher

Publication date: 28 April 2009

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Euler scheme; Feller process; jump process; pseudo differential operator; Markov chain approximation

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J35: Transition functions, generators and resolvents

47G30: Pseudodifferential operators

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Cites Work

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