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A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators

  • Jiu Ding , Dong Mao and Aihui Zhou

In this paper, we address the computational issue of approximating Markov operators which are widely used in the stochastic study of chaotic dynamical systems. We will concentrate on a quasi Monte Carlo implementation of piecewise linear Markov approximations that preserve the Markov structure.

Published Online: --
Published in Print: 2003-12-01

Copyright 2003, Walter de Gruyter

Downloaded on 25.11.2024 from https://www.degruyter.com/document/doi/10.1515/156939603322601932/html
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