Rates of approximation of nonsmooth integral-type functionals of Markov processes
We provide strong $L_{p}$-rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is based on a modification of some well-developed estimates from the theory of continuous additive functionals of Markov...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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VTeX
2014-09-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/vmsta-2014.12 |
| Summary: | We provide strong $L_{p}$-rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is based on a modification of some well-developed estimates from the theory of continuous additive functionals of Markov processes. |
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| ISSN: | 2351-6046 2351-6054 |