One-dimensional diffusions and approximation (Q2504846)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-dimensional diffusions and approximation |
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One-dimensional diffusions and approximation (English)
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28 September 2006
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The author considers a second order differential operator \(A\) acting in the space of continuous as well as in the space of square integrable functions. The Voronovskaya type approximations of the associated infinitesimal generator and its solution semigroup are studied. The stochastic equation associated with \(A\) is considered and some explicit specific solutions are presented.
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One-parameter semigroup
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stochastic equation
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positive approximation process
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