3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2008
Malliavin calculus for difference approximations of multidimensional diffusions: truncated local limit theorem
Alexey M. Kulik
For a difference approximations of multidimensional diffusion, the truncated local limit theorem is proved. Under very mild conditions on the distribution of the difference terms,…
math.PR2007★ 3 cited
A limit theorem for diffusions on graphs with variable configuration
Alexey M. Kulik
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge a…