Amb motiu del tancament d'estiu, la validació de documents es reprendrà a partir del 28 d'agost de 2026. Disculpeu les molèsties.
Con motivo del cierre de verano, la validación de documentos se reanudará a partir del 28 de agosto de 2026. Disculpad las molestias
Due to the summer closure, document validation will resume starting August 28, 2026. We apologize for any inconvenience.

Files

870316.pdf (1.8 MB)

Document type

Article

Version

Published version

Publication date

2023-04

Publication license

cc-by (c) Marvin Weidner., 2023
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/217593

Markov chain approximations for nonsymmetric processes

Journal Title

Authors

Director/Tutor

Journal ISSN

Volume Title

Related resource

https://doi.org/10.1016/j.spa.2023.01.009

Abstract

The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1} \mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the edge weights which guarantee convergence of the associated Markov chains to such Markov processes. Analogous questions are answered for a large class of nonsymmetric jump processes. The proofs of our results rely on regularity estimates for weak solutions to the corresponding nonsymmetric parabolic equations and Dirichlet form techniques.

Subject

Operadors diferencials, Teoremes de límit (Teoria de probabilitats), Convergència (Matemàtica), Processos de Markov

Subject (English)

Differential operators, Limit theorems (Probability theory), Convergence, Markov processes

Citation

Collections

Articles publicats en revistes (Matemàtiques i Informàtica)

Citation

WEIDNER, Marvin. Markov chain approximations for nonsymmetric processes. Stochastic Processes and their Applications. 2023. Vol. 158, num. 238-281. ISSN 0304-4149. [consulted: 14 of August of 2026]. Available at: https://hdl.handle.net/2445/217593

Export metadata

JSON - METS

Share record