Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem
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...
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| Date: | 2008 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/164486 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |