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: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
VTeX
2015-12-01
|
Series: | Modern Stochastics: Theory and Applications |
Subjects: | |
Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA46 |