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

DOI10.1007/S004400000063MaRDI QIDQ1584541zbMATH OpenFDO

Authors V. Konakov, Enno Mammen

Publication date 23 October 2002

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

diffusion processtransition densitiesparametrix methodtriangular arrays of Markov chains

Mathematics Subject Classification ID

Density estimation (62G07) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Nonlinear parabolic equations (35K55)

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• Singular McKean-Vlasov (reflecting) SDEs with distribution dependent noise
• Density estimates for a random noise propagating through a chain of differential equations
• A probabilistic interpretation of the parametrix method
• Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
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• Local approximations of Markov random walks by diffusions.
• Edgeworth-type expansions for transition densities of Markov chains converging to diffusions

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