Do you have some papers in mind that do something like this?
EDIT: I thought this had come up recently… One is linked in the discussion from a couple weeks ago (Alternative method for discretizing general state Markov processes).
Do you have some papers in mind that do something like this?
EDIT: I thought this had come up recently… One is linked in the discussion from a couple weeks ago (Alternative method for discretizing general state Markov processes).