Local approximations of Markov random walks by diffusions.

DOI10.1016/S0304-4149(01)00108-9zbMath1065.60502arXivmath/0602430MaRDI QIDQ1766010

Valentin Konakov, Enno Mammen

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602430

zbMATH Keywords

Markov chainsrandom walksdiffusion processestransition probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60)

Related Items

Linear trend exclusion for models defined with stochastic differential and difference equations ⋮ Edgeworth-type expansions for transition densities of Markov chains converging to diffusions

Cites Work

• Markov chain approximations to symmetric diffusions
• Stability and approximations of symmetric diffusion semigroups and kernels
• Local limit theorems for transition densities of Markov chains converging to diffusions
• Curvature and the eigenvalues of the Laplacian
• A Local Limit Theorem on Convergence to a Diffusion Process
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