engleski

Markov chain approximation of pure jump processes

In this paper we discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a given Markov process by Markov chains.

Non-symmetric Dirichlet form ; Non-symmetric Hunt process ; Markov chain ; Mosco convergence ; Semimartingale ; Semimartingale characteristics ; Weak convergence

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