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arXiv · 1503.05370

Rates of approximation of nonsmooth integral-type functionals of Markov processes

Iu. Ganychenko·A. Kulik
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Abstract

We provide strong $L_p$-rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is based on a modification of some well-developed estimates from the theory of continuous additive functionals of Markov processes.

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Iu. Ganychenko, A. Kulik. 2015-03-18. Rates of approximation of nonsmooth integral-type functionals of Markov processes. https://doi.org/10.15559/vmsta-2014.12

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