A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
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Publication:4509628
DOI10.1137/S0036142998337235zbMath0961.60068MaRDI QIDQ4509628
Tony Shardlow, Andrew M. Stuart
Publication date: 19 October 2000
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on discrete state spaces (60J27)
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