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Pré-Publication, Document De Travail Année : 2006

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

Valentin Konakov
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Résumé

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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Dates et versions

hal-00019312 , version 1 (20-02-2006)

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Valentin Konakov. Small time asymptotics in local limit theorems for Markov chains converging to diffusions.. 2006. ⟨hal-00019312⟩
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