Local limit theorems for transition densities of Markov chains converging to diffusions (Q1584541)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Local limit theorems for transition densities of Markov chains converging to diffusions
scientific article

    Statements

    Local limit theorems for transition densities of Markov chains converging to diffusions (English)
    0 references
    0 references
    0 references
    23 October 2002
    0 references
    The authors consider triangular arrays of Markov chains that converge weakly to a diffusion process and prove local limit theorems for transition densities using an analytical approach. They apply the parametrix method for parabolic pde's and a modification of this method for discrete time Markov processes.
    0 references
    triangular arrays of Markov chains
    0 references
    diffusion process
    0 references
    transition densities
    0 references
    parametrix method
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references