Sur l'approximation des réduites. (On the approximation of residues)

zbMath0704.60042MaRDI QIDQ917159

Damien Lamberton, Gilles Pagès

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_2_331_0

zbMATH Keywords

variational inequality; semigroups; stopping time; Markov process; functional limit theorem; infinitesimal generators; approximation of Markov processes by Markov chains

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

47D03: Groups and semigroups of linear operators

60G40: Stopping times; optimal stopping problems; gambling theory

60J27: Continuous-time Markov processes on discrete state spaces

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