Conjecture on the range and rate of convergence for the sticky-diffusion approximation
Conjecture on the range and rate of convergence for the sticky-diffusion approximation
The paper considers the parameter in the approximation of the local time of a sticky diffusion. Theorem
and
holds for every , and the rates of convergence of both
increase with .
The simulations suggest that the convergence result extends to values of in , which are not covered by the stated theorem. The conjectured dependence of the convergence rate on remains unestablished in the supplied text.
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Sources & referencesView supporting material
Primary source
Alexis Anagnostakis, “Functional convergence to the local time of a sticky diffusion”, arXiv:2202.03698 (2024).
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