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

• Date: 2008
• Main Authors: Kulik, A. M., Кулик, О. М.
• Format: Article
• Language: English
• Published: Institute of Mathematics, NAS of Ukraine 2008
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3160
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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...