Abstract:The aim of this article is to prove that diffusion processes in R d with a drift can be approximated by suitable Markov chains on n −1 Z d . Moreover, we investigate sufficient conditions on the conductances which guarantee convergence of the associated Markov chains to such Markov processes. Analogous questions are answered for a large class of nonsymmetric jump processes. The proofs of our results rely on regularity estimates for weak solutions to the corresponding nonsymmetric parabolic equations and Dirich… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.