Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion

Consider a non-symmetric generalized diffusion X (⋅) in ℝ d determined by the differential operator . In this paper the diffusion process is approximated by Markov jump processes X n (⋅), in homogeneous and isotropic grids G n ⊂ℝ d , which converge in distribution in the Skorokhod space D ([0,∞),ℝ d...

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