Timeline for initial condition of a diffusion approximation
Current License: CC BY-SA 2.5
2 events
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| May 10, 2010 at 20:11 | comment | added | Alekk | Ethier and Kurtz would be perfect if I was working in R^d, but I am actually working with Hilbert space valued Markov chains. The whole story should not change much, but I do not know the proof of E&K enough (based on generators of diffusion etc..) to see if this is a straightforward generalization or not. By the way, if there is a good reference for SPDE approximations of Markov chains, that would be very helpful. Thank you. | |
| May 10, 2010 at 18:33 | history | answered | Yuri Bakhtin | CC BY-SA 2.5 |