Markov Chain Approximations to Nonsymmetric Diffusions with Bounded Coefficients

DOI10.1002/cpa.21447zbMath1278.60118OpenAlexW2040088937MaRDI QIDQ4921711

Takashi Kumagai, Jean-Dominique Deuschel

Publication date: 13 May 2013

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.21447

zbMATH Keywords

heat kernel boundsHölder regularityrandom walkGaussian estimatescycle decompositionparabolic Harnack inequalityapproximation of diffusionnonsymmetric diffusion

Mathematics Subject Classification ID

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

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Markov chain approximation of pure jump processes ⋮ On a class of nonlocal obstacle type problems related to the distributional Riesz fractional derivative ⋮ Markov chain approximations for nonsymmetric processes ⋮ Moment bounds on the corrector of stochastic homogenization of non-symmetric elliptic finite difference equations

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