✦ LIBER ✦

Convergence rates of Markov chain approximation methods for controlled diffusions with stopping

✍ Scribed by Qingshuo Song; Gang George Yin

Book ID: 107347174
Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2010
Tongue: English
Weight: 292 KB
Volume: 23
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-010-0148-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Rates of Convergence of Numerical Method

✍ Song, Q. S.; Yin, G. 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 295 KB

Rate of Convergence for Derivative Estim

✍ Dai, Liyi 📂 Article 📅 1997 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 348 KB

Speed of d-convergence for Markov approx

✍ Xavier Bressaud; Roberto Fernández; Antonio Galves 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 109 KB

Invariance principle for one class of Ma

✍ B. V. Bondarev; A. V. Baev 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 326 KB

An estimate of the rate of convergence o

✍ F.P. Vasil'yev; A.Yu. Ivanitskii; V.A. Morozov 📂 Article 📅 1990 🏛 Elsevier Science ⚖ 352 KB

Development of a mixed control volume –

✍ M. Piller; E. Stalio 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 694 KB