Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem

• Veröffentlicht in: Український математичний журнал
• Datum: 2008
• 1. Verfasser: Kulik, A.M.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2008
• Schlagworte: Статті
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/164486
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem / A.M. Kulik // Український математичний журнал. — 2008. — Т. 60, № 3. — С. 340–381. — Бібліогр.: 14 назв. — англ.

For difference approximations of multidimensional diffusions, the truncated local limit theorem is proved. Under very mild conditions on the distributions of difference terms, this theorem states that the transition probabilities of these approximations, after truncation of some asymptotically neg...