Markov chain approximation of one-dimensional sticky diffusions. Meier, C., Li, L., & Zhang, G. Advances in Applied Probability, 53(2):335–369, June, 2021.
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",
}