  For a difference approximations of multidimensional diffusion, the truncated
local limit theorem is proved. Under very mild conditions on the distribution
of the difference terms, this theorem provides that the transition
probabilities of these approximations, after truncation of some asymptotically
negligible terms, possess a densities that converge uniformly to the transition
probability density for the limiting diffusion and satisfy a uniform
diffusion-type estimates. The proof is based on the new version of the
Malliavin calculus for the product of finite family of measures, that may
contain non-trivial singular components. An applications for uniform estimates
for mixing and convergence rates for difference approximations to SDE's and for
convergence of difference approximations for local times of multidimensional
diffusions are given.
