Markov chain approximation of one-dimensional sticky diffusions

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Publication:5022266

DOI10.1017/apr.2020.65zbMath1480.65027arXiv1910.14282OpenAlexW3179753424MaRDI QIDQ5022266

Gongqiu Zhang, Lingfei Li, Christian Meier

Publication date: 18 January 2022

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.14282




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