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Markov Chain Approximations to Nonsymmetric Diffusions with Bounded Coefficients
Authors:Jean‐Dominique Deuschel  Takashi Kumagai
Institution:1. Technische Universitat Berlin;2. Research Institute for Mathematical Sciences
Abstract: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. © 2012 Wiley Periodicals, Inc.
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