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1. Markov Chain Approximation of Pure Jump Processes.

Author

Mimica, Ante, Sandrić, Nikola, and Schilling, René L.

Subjects
*MARKOV processes, *STOCHASTIC convergence, *JUMP processes, *DIRICHLET forms, *SEMIMARTINGALES (Mathematics), *APPROXIMATION theory
Abstract

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. [ABSTRACT FROM AUTHOR]

Published
2018
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