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Approximation of arbitrary Dirichlet processes by Markov chains
Ma, ZM; Rockner, M; Zhang, TS
1998
Source PublicationANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN0246-0203
Volume34Issue:1Pages:1-22
AbstractWe prove that any Hunt process on a Hausdorff topological space associated with a Dirichlet form can be approximated by a Markov chain in a canonical way. This also gives a new proof for the existence of Hunt processes associated with strictly quasi-regular Dirichlet forms on general state spaces. (C) Elsevier, Paris.
KeywordDirichlet forms Markov chains Poisson processes tightness Hunt processes
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000073730900001
PublisherGAUTHIER-VILLARS/EDITIONS ELSEVIER
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/13788
Collection应用数学研究所
Corresponding AuthorMa, ZM
Affiliation1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
2.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
3.HSH, Fac Engn, N-5500 Haugesund, Norway
Recommended Citation
GB/T 7714
Ma, ZM,Rockner, M,Zhang, TS. Approximation of arbitrary Dirichlet processes by Markov chains[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,1998,34(1):1-22.
APA Ma, ZM,Rockner, M,&Zhang, TS.(1998).Approximation of arbitrary Dirichlet processes by Markov chains.ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,34(1),1-22.
MLA Ma, ZM,et al."Approximation of arbitrary Dirichlet processes by Markov chains".ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 34.1(1998):1-22.
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