Level-wise approximation of a Markov process associated to the boundary of an infinite tree

Martínez, S.; Remenik, D; Martin, JS

Abstract

We study an approximation of a Markov process associated to the boundary of an infinite rooted tree. This approximation is constructed by projecting the infinitesimal generator of the original process (defined on the boundary) onto the spaces associated to the filtration spanned by the successive levels of the rooted tree. © 2007 Springer Science+Business Media, LLC.

Más información

Título según WOS: Level-wise approximation of a Markov process associated to the boundary of an infinite tree
Título según SCOPUS: Level-wise approximation of a markov process associated to the boundary of an infinite trees
Título de la Revista: JOURNAL OF THEORETICAL PROBABILITY
Volumen: 20
Número: 3
Editorial: Springer
Fecha de publicación: 2007
Página de inicio: 561
Página final: 579
Idioma: English
URL: http://link.springer.com/10.1007/s10959-007-0073-2
DOI:

10.1007/s10959-007-0073-2

Notas: ISI, SCOPUS