2 papers
math.PR2025
Asymptotic version of the parametrix method for Markov chains converging to diffusions
I. Bitter, V. Konakov
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process…
math.PR2021
and stability of transition densities of perturbed diffusions
Ilya Bitter, Valentin Konakov
In this paper, we derive a stability result for and perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift te…