APPROXIMATION OF ARBITRARY DIRICHLET PROCESSES BY MARKOV-CHAINS

Authors
MA ZM ROCKNER M ZHANG TS
Citation
Zm. Ma et al., APPROXIMATION OF ARBITRARY DIRICHLET PROCESSES BY MARKOV-CHAINS, Annales de l'I.H.P. Probabilites et statistiques, 34(1), 1998, pp. 1-22
Citations number
30
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annales de l'I.H.P. Probabilites et statistiques → ACNP
ISSN journal
02460203
Volume
34
Issue
1
Year of publication
1998
Pages
1 - 22
Database
ISI
SICI code
0246-0203(1998)34:1<1:AOADPB>2.0.ZU;2-Q
Abstract
We prove that any Hunt process on a Hausdorff topological space associ ated with a Dirichlet form can be approximated by a Markov chain in a canonical way. This also gives a new proof for the existence of Hunt p rocesses associated with strictly quasi-regular Dirichlet forms on gen eral state spaces. (C) Elsevier, Paris.