Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients.

Gongqiu Zhang Lingfei Li

Published in: SIAM J. Financial Math. (2022)

Keyphrases

markov chain
monte carlo
markov model
state space
monte carlo simulation
transition probabilities
steady state
stationary distribution
image processing
information diffusion
diffusion model
monte carlo method