most citedConvergence rates for Chernoff-type approximations of convex monotone semigroups

1 citations · 1 across the 1 of their papers we have counts for

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2 papers

math.PR2025

Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem

Lianzi Jiang, Mingshang Hu, Gechun Liang

This paper develops a probabilistic approximation scheme for a class of nonstandard, fully nonlinear second-order partial integro-differential equations (PIDEs) associated with non…

math.PR2023★ 1 cited

Convergence rates for Chernoff-type approximations of convex monotone semigroups

Jonas Blessing, Lianzi Jiang, Michael Kupper +1

We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form for bounded con…