Markov chain approximation of one-dimensional sticky diffusions. Meier, C., Li, L., & Zhang, G. Advances in Applied Probability, 53(2):335–369, June, 2021.
Markov chain approximation of one-dimensional sticky diffusions [link]Paper  doi  bibtex   
@Article{Meier:2021:MCA,
  author =       "Christian Meier and Lingfei Li and Gongqiu Zhang",
  title =        "{Markov} chain approximation of one-dimensional sticky
                 diffusions",
  journal =      j-ADV-APPL-PROB,
  volume =       "53",
  number =       "2",
  pages =        "335--369",
  month =        jun,
  year =         "2021",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.1017/apr.2020.65",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sun Apr 17 08:27:03 MDT 2022",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/markov-chain-approximation-of-onedimensional-sticky-diffusions/56449E6AE5D5E72F7B2F6A290124956B",
  acknowledgement = ack-nhfb,
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html;
                 https://www.cambridge.org/core/journals/advances-in-applied-probability;
                 http://projecteuclid.org/euclid.aap/",
  onlinedate =   "01 July 2021",
}

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