Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Anna R. Markova"'
Autor:
Valentin Konakov, Anna R. Markova
Publikováno v:
Automation and Remote Control. 78:1438-1448
We consider a diffusion process and its approximation with a Markov chain whose trends contain a nonlinear unbounded component. The usual parametrix method is inapplicable here since the trend is unbounded. We present a procedure that lets us exclude