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Approximating Feller processes

  • René Schilling (TU Dresden)
A3 01 (Sophus-Lie room)

Abstract

We give a brief survey on the construction and a few properties of Feller processes. We will then explain a (also numerically useful) approximation scheme for Feller processes. (Joint work with B. Böttcher, TU Dresden).

Katharina Matschke

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