Markov Chain Approximation of Pure Jump Processes

被引：0

作者：

Ante Mimica

Nikola Sandrić

René L. Schilling

机构：

[1] University of Zagreb,Faculty of Civil Engineering

[2] TU Dresden,Institut für Mathematische Stochastik, Fachrichtung Mathematik

来源：

Acta Applicandae Mathematicae | 2018年 / 158卷

关键词：

Non-symmetric Dirichlet form; Non-symmetric Hunt process; Markov chain; Mosco convergence; Semimartingale; Semimartingale characteristics; Weak convergence; 60J25; 60J27; 60J75;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a given Markov process by Markov chains.

引用

页码：167 / 206

页数：39

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