3 citations · 6 across the 3 of their papers we have counts for
3 papers
math.PR2015★ 1 cited
Weak approximation rates for integral functionals of Markov processes
Iurii Ganychenko, Alexei Kulik
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition pr…
math.PR2015★ 2 cited
Fast -approximation of integral-type functionals of Markov processes
Iurii Ganychenko
In this paper, we provide strong -rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under a…
math.PR2015★ 3 cited
Rates of approximation of nonsmooth integral-type functionals of Markov processes
Iu. Ganychenko, A. Kulik
We provide strong -rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is…