{ "id": "1810.00418", "version": "v1", "published": "2018-09-30T16:37:04.000Z", "updated": "2018-09-30T16:37:04.000Z", "title": "Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on $\\mathbf{Z}^d$", "authors": [ "Yuri Imamura" ], "categories": [ "math.PR" ], "abstract": "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 $\\mathbf{Z}^d$.", "revisions": [ { "version": "v1", "updated": "2018-09-30T16:37:04.000Z" } ], "analyses": { "keywords": [ "carr-nadtochiys weak reflection principle", "markov chains", "discrete version", "paper establishes", "diffusion processes" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }