Carr-Nadtochiy's Weak Reflection Principle for Markov Chains on Z^d
classification
🧮 math.PR
keywords
chainsmarkovmathbfresultcarrcarr-nadtochiydiffusiondimensional
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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 $\mathbf{Z}^d$.
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