Abstract:
We give sufficient conditions for the validity of the local limit theorem for the convergence of a sequence of homogeneous Markov chains to a diffusion process.
Citation:
A. N. Konovalov, “A local limit theorem on the convergence to a diffusion”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 591–597; Theory Probab. Appl., 26:3 (1982), 581–587
\Bibitem{Kon81}
\by A.~N.~Konovalov
\paper A~local limit theorem on the convergence to a~diffusion
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 3
\pages 591--597
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\zmath{https://zbmath.org/?q=an:0487.60032|0468.60030}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 3
\pages 581--587
\crossref{https://doi.org/10.1137/1126063}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981PA76400012}
Linking options:
https://www.mathnet.ru/eng/tvp2606
https://www.mathnet.ru/eng/tvp/v26/i3/p591
This publication is cited in the following 1 articles:
Valentin Konakov, Enno Mammen, “Local approximations of Markov random walks by diffusions”, Stochastic Processes and their Applications, 96:1 (2001), 73