Local limit theorems for transition densities of Markov chains converging to diffusions

48 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Parametrix techniques and martingale problems for some degenerate Kolmogorov equations (2010, unknown): “We refer to Konakov and Mammen [KM00] for details in this framework.”
Explicit parametrix and local limit theorems for some degenerate diffusion processes (2008, methodology): “6 in [15] we obtain the following result.”
On Some non Asymptotic Bounds for the Euler Scheme (2010, methodology): “Also, still for time homogeneous coeﬃcients, similar expansions have been derived for the diﬀerence of the densities of the process and the discretization scheme, see Konakov and Mammen [KM02] in case (a), Kon-akov et al. [KMM09] in case (b) for a uniformly elliptic diﬀusion coeﬃcient σσ ∗ , and eve”