Locally Feller processes and martingale local problems. Part II: discrete schemes and applications - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2017

Locally Feller processes and martingale local problems. Part II: discrete schemes and applications

Résumé

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to Lévy-type processes in order to obtain convergence results on discrete and continuous time indexed processes, simulation methods and Euler schemes. We also apply the same theory to get results of convergence of diffusions or random walks toward singular diffusions. As a consequence we deduce the convergence of random walks in random medium toward diffusions in random potential.
Fichier principal
Vignette du fichier
loc_Fel_Mart_II.pdf (413.96 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01559496 , version 1 (10-07-2017)
hal-01559496 , version 2 (05-12-2017)
hal-01559496 , version 3 (21-10-2021)

Identifiants

  • HAL Id : hal-01559496 , version 1

Citer

Mihai Gradinaru, Tristan Haugomat. Locally Feller processes and martingale local problems. Part II: discrete schemes and applications. 2017. ⟨hal-01559496v1⟩
267 Consultations
148 Téléchargements

Partager

Gmail Facebook X LinkedIn More