Weak approximation rates for integral functionals of Markov processes
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition probability density, and, therefore, our approach is not strongly dependent on the structure of the process. Applications...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2015-09-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA37CNF |