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Lévy-type processes: convergence and discrete schemes

Abstract : We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to Lévy-type processes in order to obtain convergence results on discrete and continuous time indexed processes, simulation methods and Euler schemes. We also apply the same theory to a slightly different situation, in order to get results of convergence of diffusions or random walks toward singular diffusions. As a consequence we deduce the convergence of random walks in random medium toward diffusions in random potential.
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Preprints, Working Papers, ...
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Contributor : Tristan Haugomat Connect in order to contact the contributor
Submitted on : Tuesday, December 5, 2017 - 2:03:53 PM
Last modification on : Friday, May 20, 2022 - 9:04:49 AM


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  • HAL Id : hal-01559496, version 2



Mihai Gradinaru, Tristan Haugomat. Lévy-type processes: convergence and discrete schemes. 2017. ⟨hal-01559496v2⟩



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