Rates of approximation of nonsmooth integral-type functionals of Markov processes

preprint2015arXivOpen access

Abstract

We provide strong LpL_p-rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is based on a modification of some well-developed estimates from the theory of continuous additive functionals of Markov processes.

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