English

Markov chain approximations for nonsymmetric processes

Probability 2022-05-03 v1 Analysis of PDEs

Abstract

The aim of this article is to prove that diffusion processes in Rd\mathbb{R}^d with a drift can be approximated by suitable Markov chains on n1Zdn^{-1}\mathbb{Z}^d. Moreover, we investigate sufficient conditions on the conductances 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.

Keywords

Cite

@article{arxiv.2205.00845,
  title  = {Markov chain approximations for nonsymmetric processes},
  author = {Marvin Weidner},
  journal= {arXiv preprint arXiv:2205.00845},
  year   = {2022}
}
R2 v1 2026-06-24T11:04:39.764Z