Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\mathbf{Z}^d$
Probability
2018-10-02 v1
Abstract
The present paper establishes a discrete version of the result obtained by P. Carr and S. Nadtochiy (2011) for 1-dimensional diffusion processes. Our result is for Markov chains on .
Cite
@article{arxiv.1810.00418,
title = {Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\mathbf{Z}^d$},
author = {Yuri Imamura},
journal= {arXiv preprint arXiv:1810.00418},
year = {2018}
}