Abstract.
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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Received: 28 August 1998 / Revised version: 6 September 1999 / Published online: 14 June 2000
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Konakov, V., Mammen, E. Local limit theorems for transition densities of Markov chains converging to diffusions. Probab Theory Relat Fields 117, 551–587 (2000). https://doi.org/10.1007/PL00008735
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DOI: https://doi.org/10.1007/PL00008735
- Key words and phrases: Markov chains – Diffusion processes – Transition densities
- Mathematics Subject Classification (1991): Primary 62G07; Secondary 60G60