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

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We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved.

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Bibliographische Detailangaben
Hauptverfasser: Konakov, Valentin (VerfasserIn) , Mammen, Enno (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 14 June 2000
In: Probability theory and related fields
Year: 2000, Jahrgang: 117, Heft: 4, Pages: 551-587
ISSN:1432-2064
DOI:10.1007/PL00008735
Online-Zugang:Verlag, Volltext: http://dx.doi.org/10.1007/PL00008735
Verlag, Volltext: https://link.springer.com/article/10.1007/PL00008735
Verlag, Volltext: https://link.springer.com/content/pdf/10.1007%2FPL00008735.pdf
Volltext
Verfasserangaben:Valentin Konakov, Enno Mammen

MARC

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