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.
Original language | English |
---|---|
Pages (from-to) | 821-866 |
Number of pages | 46 |
Journal | Communications on Pure and Applied Mathematics |
Volume | 66 |
Issue number | 6 |
DOIs | |
Publication status | Published - 2013 Jun |
Externally published | Yes |
ASJC Scopus subject areas
- Mathematics(all)
- Applied Mathematics