Difference Approximation for Local times of Multidimensional Diffusions
نویسنده
چکیده
Abstract. We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W -functional of the limiting process. The class of the W -functionals, that can be obtained as the limiting ones, is completely described in the terms of the associated W -measures μ by the condition
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