Local limit theorems for transition densities of Markov chains converging to diffusions (Q1584541)
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scientific article; zbMATH DE number 1525167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local limit theorems for transition densities of Markov chains converging to diffusions |
scientific article; zbMATH DE number 1525167 |
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Local limit theorems for transition densities of Markov chains converging to diffusions (English)
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23 October 2002
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The authors consider triangular arrays of Markov chains that converge weakly to a diffusion process and prove local limit theorems for transition densities using an analytical approach. They apply the parametrix method for parabolic pde's and a modification of this method for discrete time Markov processes.
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triangular arrays of Markov chains
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diffusion process
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transition densities
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parametrix method
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