@article{anagnostakis:hal-02897819, TITLE = {{General diffusion processes as the limit of time-space Markov chains}}, AUTHOR = {Anagnostakis, Alexis and Lejay, Antoine and Villemonais, Denis}, URL = {https://inria.hal.science/hal-02897819}, JOURNAL = {{Annals of Applied Probability}}, PUBLISHER = {{Institute of Mathematical Statistics (IMS)}}, YEAR = {2023}, DOI = {10.48550/arXiv.2206.03713}, KEYWORDS = {embeddable scheme ; Wesser-stein distance ; diffusion process ; slow reflection ; It{\^o} calculus ; Markov chain approximation ; sticky diffusion ; skew process ; reflected process ; Donsker theorem ; random walk ; singular diffusion ; Donsker's invariance principle ; Wasserstein distance}, PDF = {https://inria.hal.science/hal-02897819v2/file/stmca_R2_arxiv.pdf}, HAL_ID = {hal-02897819}, HAL_VERSION = {v2}, }