Markov jump processes approximating a non-symmetric generalized diffusion

DOI10.1007/S00245-011-9133-1zbMATH Open1228.60086OpenAlexW2050392084MaRDI QIDQ647501FDOQ647501

Authors: Nedžad Limić 

Publication date: 23 November 2011

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-011-9133-1

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zbMATH Keywords

symmetric diffusiondivergence form operatorsapproximation of diffusionsimulation of diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60)

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• The construction of discontinuous solutions of systems of Quasi-Linear Equations. II

Cited In (3)

• A transformed stochastic Euler scheme for multidimensional transmission PDE
• A method of approximating Markov jump processes
• Markov Jump Processes Approximating a Nonsymmetric Generalized Diffusion: numerics explained to probabilists

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