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Carr–Nadtochiy’s weak reflection principle for Markov chains on $$\mathbf {Z}^d$$
Japan Journal of Industrial and Applied Mathematics ( IF 0.7 ) Pub Date : 2020-08-06 , DOI: 10.1007/s13160-020-00436-w
Yuri Imamura

The present paper establishes a discrete version of the result obtained by P. Carr and S. Nadtochiy (2011) for 1-dimensional diffusion processes. Our result is for Markov chains on $\mathbf{Z}^d$.

中文翻译:

$$\mathbf {Z}^d$$ 上马尔可夫链的 Carr–Nadtochiy 弱反射原理

本论文建立了 P. Carr 和 S. Nadtochiy (2011) 为一维扩散过程获得的结果的离散版本。我们的结果是在 $\mathbf{Z}^d$ 上的马尔可夫链。
更新日期:2020-08-06
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