Markov chain approximations to nonsymmetric diffusions with bounded coefficients

作者:Deuschel Jean Dominique*; Kumagai Takashi
来源:Communications on Pure and Applied Mathematics, 2013, 66(6): 821-866.
DOI:10.1002/cpa.21447

摘要

We consider a certain class of nonsymmetric Markov chains and obtain heat kernel bounds and parabolic Harnack inequalities. Using the heat kernel estimates, we establish a sufficient condition for the family of Markov chains to converge to nonsymmetric diffusions. As an application, we approximate nonsymmetric diffusions in divergence form with bounded coefficients by nonsymmetric Markov chains. This extends the results by Stroock and Zheng to the nonsymmetric divergence forms.

  • 出版日期2013-6