Works matching AU Konakov, Valentin
Results: 8
Local limit theorems for transition densities of Markov chains converging to diffusions.
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- Probability Theory & Related Fields, 2000, v. 117, n. 4, doi. 10.1007/PL00008735
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Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates.
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- Extremes, 2021, v. 24, n. 3, p. 617, doi. 10.1007/s10687-020-00402-2
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- Article
Sup-norm convergence rates for Lévy density estimation.
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- Extremes, 2016, v. 19, n. 3, p. 371, doi. 10.1007/s10687-016-0246-4
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- Article
Well-posedness of some non-linear stable driven SDEs.
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- Discrete & Continuous Dynamical Systems: Series A, 2021, v. 41, n. 2, p. 849, doi. 10.3934/dcds.2020302
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- Article
Edgeworth type expansions for Euler schemes for stochastic differential equations.
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- Monte Carlo Methods & Applications, 2002, v. 8, n. 3, p. 271, doi. 10.1515/mcma.2002.8.3.271
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L<sub>1</sub> and L<sub>∞</sub> stability of transition densities of perturbed diffusions.
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- Random Operators & Stochastic Equations, 2021, v. 29, n. 4, p. 287, doi. 10.1515/rose-2021-2067
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STABILITY OF DENSITIES FOR PERTURBED DIFFUSIONS AND MARKOV CHAINS.
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- ESAIM: Probability & Statistics, 2017, v. 21, p. 88, doi. 10.1051/ps/2016028
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Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains.
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- Probability Theory & Related Fields, 2009, v. 143, n. 1/2, p. 137, doi. 10.1007/s00440-007-0123-9
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- Article