Markov chain approximations to symmetric diffusions

作者：Stroock DW^*; Zheng W

来源：Annales de l Institut Henri Poincare-Probabilites et Statistiques, 1997, 33(5): 619-649.

DOI：10.1016/S0246-0203(97)80107-0

This paper contains an attempt to carry out for diffusions corresponding to divergence form operators the sort of approximation via Markov chains which is familiar in the non-divergence form context. At the heart of the our procedure are an extension to the discrete setting of the famous De Giorgi-Moser-Nash theory.

• 出版日期1997