Markov chain approximations for nonsymmetric processes
Marvin Weidner · Stochastic Processes and their Applications · 2023
The aim of this article is to prove that diffusion processes in Rd with a drift can be approximated by suitable Markov chains on n−1Zd. Moreover, we investigate sufficient conditions on the edge weights 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 Dirichlet form techniques.