arXiv:1810.00418 Abstract | arXiv Analytics

arXiv:1810.00418 [math.PR]Abstract References Reviews Resources

Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\mathbf{Z}^d$

Published 2018-09-30Version 1

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 $\mathbf{Z}^d$.

Categories: math.PR

Keywords: carr-nadtochiys weak reflection principle, markov chains, discrete version, paper establishes, diffusion processes

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arXiv:1810.00418 [math.PR]Abstract References Reviews Resources

Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\mathbf{Z}^d$

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arXiv:1810.00418 [math.PR]AbstractReferencesReviewsResources

Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\mathbf{Z}^d$

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arXiv:1810.00418 [math.PR]Abstract References Reviews Resources