Local limit theorems for transition densities of Markov chains converging to diffusions

DOI10.1007/s004400000063zbMath0996.60083MaRDI QIDQ1584541

Valentin Konakov, Enno Mammen

Publication date: 23 October 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

diffusion processtransition densitiesparametrix methodtriangular arrays of Markov chains

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Nonlinear parabolic equations (35K55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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