Article ID Journal Published Year Pages File Type
1153073 Statistics & Probability Letters 2013 7 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
,