General diffusion processes as limit of time-space Markov chains
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Publication:6187474
DOI10.1214/22-aap1902zbMath1530.60067arXiv2206.03713OpenAlexW4287724134MaRDI QIDQ6187474
Alexis Anagnostakis, Antoine Lejay, Denis Villemonais
Publication date: 15 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.03713
stickyrandom walkDonsker's invariance principlesingular diffusionWasserstein distanceskewMarkov chain approximationslow reflection
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)
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