Small time asymptotics in local limit theorems for Markov chains converging to diffusions
概率论
2007-06-13 v1 统计理论
统计理论
摘要
We 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.
引用
@article{arxiv.math/0602429,
title = {Small time asymptotics in local limit theorems for Markov chains converging to diffusions},
author = {Valentin Konakov},
journal= {arXiv preprint arXiv:math/0602429},
year = {2007}
}