A Local Limit Theorem on Convergence to a Diffusion Process

DOI10.1137/1126063zbMath0487.60032OpenAlexW2022776793MaRDI QIDQ3948385

A. G. Konovalov

Publication date: 1982

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1126063

zbMATH Keywords

local limit theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Related Items (2)

Local approximations of Markov random walks by diffusions. ⋮ Edgeworth-type expansions for transition densities of Markov chains converging to diffusions

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