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

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

2006-02-20

arxiv.org/abs/math/0602429v1

Mathematics

Probability

Scientific paper

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.

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