Explicit parametrix and local limit theorems for some degenerate diffusion processes

DOI10.1214/09-AIHP207zbMath1211.60036arXiv0802.2229MaRDI QIDQ629777

Stéphane Menozzi, Valentin Konakov, Stanislav Alekseevich Molchanov

Publication date: 10 March 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.2229

zbMATH Keywords

parametrix; local limit theorems; degenerate diffusion processes; Markov chain approximation

Mathematics Subject Classification ID

60J60: Diffusion processes

60J35: Transition functions, generators and resolvents

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