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

• Дата: 2008
• Автори: Kulik, A. M., Кулик, О. М.
• Формат: Стаття
• Мова: Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2008
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/3160
• Назва журналу: 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...