2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/130979We 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.ProbabilityStatistics Theory62G07, 60G60text