Markov Chain Approximations to Singular Stable-like Processes

Fangjun Xu

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arXiv · 1210.2816

Markov Chain Approximations to Singular Stable-like Processes

Fangjun Xu

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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.

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Fangjun Xu. 2012-10-10. Markov Chain Approximations to Singular Stable-like Processes. https://arxiv.org/abs/1210.2816

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