Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153073 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
We consider the Markov chain approximations for a class of singular stable-like processes. First, we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a sufficient condition for the weak convergence of these chains to the singular stable-like processes.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fangjun Xu,