High-Order Steady-State Diffusion Approximations
通过考虑马尔可夫过程生成元泰勒展开中的高阶项，推导出比过去50年经典方法更精确的新型扩散近似。
Much like higher-order Taylor expansions allow one to approximate functions to a higher degree of accuracy, we demonstrate that, by accounting for higher-order terms in the Taylor expansion of a Markov process generator, one can derive novel diffusion approximations that achieve a higher degree of accuracy compared with the classical ones used in the literature over the last 50 years.