Accuracy of discrete approximation for integral functionals of Markov processes
The article is devoted to the estimation of the convergence rate of integral functionals of a Markov process. Under the assumption that the given Markov process admits a transition probability density differentiable in t and the derivative has an integrable upper bound of a certain type, we derive t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2015-12-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA46 |