Rates of approximation of nonsmooth integral-type functionals of Markov processes
Probability
2015-03-19 v1
Abstract
We provide strong -rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is based on a modification of some well-developed estimates from the theory of continuous additive functionals of Markov processes.
Keywords
Cite
@article{arxiv.1503.05370,
title = {Rates of approximation of nonsmooth integral-type functionals of Markov processes},
author = {Iu. Ganychenko and A. Kulik},
journal= {arXiv preprint arXiv:1503.05370},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.15559/vmsta-2014.12 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)