Local limit theorems on the convergence of Markov chains to diffusion processes (Q1118913)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local limit theorems on the convergence of Markov chains to diffusion processes |
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Local limit theorems on the convergence of Markov chains to diffusion processes (English)
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1987
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[For the entire collection of the original see Zbl 0626.00025.] Using the ``parametrix'' technique and some estimates from multidimensional local limit theorems, uniform convergence of finite dimensional distributions of Markov chains to the densities of the finite dimensional distributions of some diffusion process is established.
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multidimensional local limit theorems
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convergence of finite dimensional distributions
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