Rates of approximation of nonsmooth integral-type functionals of Markov processes
Volume 1, Issue 2 (2014), pp. 117–126
Pub. online: 15 September 2014
Type: Research Article
Open Access
Open Access
Received
5 April 2014
5 April 2014
Revised
28 May 2014
28 May 2014
Accepted
27 August 2014
27 August 2014
Published
15 September 2014
15 September 2014
Abstract
We provide strong $L_{p}$-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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