Markov Chain Approximations to Singular Stable-like Processes
Probability
2012-10-11 v1
Abstract
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these chains to singular stable-like processes.
Cite
@article{arxiv.1210.2816,
title = {Markov Chain Approximations to Singular Stable-like Processes},
author = {Fangjun Xu},
journal= {arXiv preprint arXiv:1210.2816},
year = {2012}
}