Approximating exit times of continuous Markov processes (Q784312)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Approximating exit times of continuous Markov processes
scientific article

    Statements

    Approximating exit times of continuous Markov processes (English)
    0 references
    3 August 2020
    0 references
    one-dimensional Markov process
    0 references
    speed measure
    0 references
    absorption time
    0 references
    exit time
    0 references
    Markov chain approximation
    0 references
    numerical scheme
    0 references
    functional limit theorem
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references