most citedA limit theorem for diffusions on graphs with variable configuration

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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…