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 with a drift can be approximated by suitable Markov chains on . 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.
Cite
@article{arxiv.2205.00845,
title = {Markov chain approximations for nonsymmetric processes},
author = {Marvin Weidner},
journal= {arXiv preprint arXiv:2205.00845},
year = {2022}
}