Markov chain approximations to symmetric diffusions

Daniel W. Stroock; Weian Zheng

Annales de l'I.H.P. Probabilités et statistiques (1997)

  • Volume: 33, Issue: 5, page 619-649
  • ISSN: 0246-0203

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Stroock, Daniel W., and Zheng, Weian. "Markov chain approximations to symmetric diffusions." Annales de l'I.H.P. Probabilités et statistiques 33.5 (1997): 619-649. <http://eudml.org/doc/77584>.

@article{Stroock1997,
author = {Stroock, Daniel W., Zheng, Weian},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {symmetric diffusion; Dirichlet form; De Giorgi-Moser-Nash theory; divergence form operator; Markov chain},
language = {eng},
number = {5},
pages = {619-649},
publisher = {Gauthier-Villars},
title = {Markov chain approximations to symmetric diffusions},
url = {http://eudml.org/doc/77584},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Stroock, Daniel W.
AU - Zheng, Weian
TI - Markov chain approximations to symmetric diffusions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1997
PB - Gauthier-Villars
VL - 33
IS - 5
SP - 619
EP - 649
LA - eng
KW - symmetric diffusion; Dirichlet form; De Giorgi-Moser-Nash theory; divergence form operator; Markov chain
UR - http://eudml.org/doc/77584
ER -

References

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  1. [1] E. Carlen, S. Kusuoka and D. Stroock, Upper bounds for symmetric Markov transition functions, Ann. Inst. H. Poincaré, Vol. 35, Sup. au #2, 1987, pp. 245-287. Zbl0634.60066MR898496
  2. [2] S. Ethier and T. Kurtz, Markov Processes, J. Wiley & Sons, 1986. Zbl0592.60049
  3. [3] M. Fukushima, Y. Oshima and M. Takeda, Dirichlet Forms and Symmetric Markov Processes, De Gruyter Series in Math., W. De Gruyter, 1994. Zbl0838.31001MR1303354
  4. [4] E. Fabes and D. Stroock, The De Giorgi-Moser Harnack principle via the old ideas of Nash, Arch. Ratl. Mech. & Anal., Vol. 96, #4, 1987, pp. 327-338. Zbl0652.35052
  5. [5] I.I. Gihman and A. Skorohod, The Theory of Stochastic Processes II, Springer-Verlag, Grund. #218, 1975. Zbl0305.60027MR375463
  6. [6] D. Kinderlehrer and G. Stampacchia, An Introduction to Variational Inequalities and their Applications, Academic Press, Pure & Appl. Math., #88, 1980. Zbl0457.35001
  7. [7] W. Littman, G. Stampacchia and H. Weinberger, Regular Points for elliptic equations with discontinuous coefficients, Ann. Scuola Norm. Sup Pisa, #17, 1963, pp. 43-77. Zbl0116.30302MR161019
  8. [8] Z.-M. Ma and M. Röckner, Dirichlet Forms, Springer-Verlag, Universitext Series, 1992. MR1214375
  9. [9] D. Stroock, Diffusion semigroups corresponding to uniformly elliptic divergence form operators, Séminaire de Probabililité XXII(J. Azema & M. Yor, ed.), Springer-Verlag LNMS #1321, 1988, pp. 316-348. Zbl0651.47031
  10. [10] D. Stroock, Probability Theory, An Analytic View, Cambridge Univ. Press, 1993. Zbl0925.60004MR1267569
  11. [11] D. Stroock and S.R.S. Varadhan, Multidimensional Diffusion Theory, Springer-Verlag, Grundlehren233, 1979. Zbl0426.60069MR532498

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