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20162026
most citedInverting the Fundamental Diagram and Forecasting Boundary Conditions: How Machine Learning Can Improve Macroscopic Models for Traffic Flow

7 citations · 7 across the 5 of their papers we have counts for

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Showing 2018 · math.PRShow all

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math.PR2018

Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusions with application to the Bates model

Maya Briani, Lucia Caramellino, Giulia Terenzi

We study the rate of weak convergence of Markov chains to diffusion processes under suitable but quite general assumptions. We give an example in the financial framework, applying…