Small time asymptotics in local limit theorems for Markov chains converging to diffusions

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dc.creatorKonakov, Valentin
dc.date2006-02-20
dc.date.accessioned2026-07-07T08:07:35Z
dc.date.available2026-07-07T08:07:35Z
dc.descriptionWe consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh between two neighboring observation points.
dc.identifierhttps://arxiv.org/abs/math/0602429
dc.identifierhttp://arxiv.org/abs/math/0602429
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130979
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject62G07, 60G60
dc.titleSmall time asymptotics in local limit theorems for Markov chains converging to diffusions
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