3 citations · 9 across the 14 of their papers we have counts for
15 papers
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…
Extremes of Gaussian non-stationary processes and maximal deviation of projection density estimates
Valentin Konakov, Vladimir Panov, Vladimir Piterbarg
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribut…
Well-posedness of some non-linear stable driven SDEs
Noufel Frikha, Valentin Konakov, Stéphane Menozzi
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric -stable Lévy processes with val…
Convergence of some classes of random flights in Wasserstein distance
Alexander Falaleev, Valentin Konakov
In this paper we consider a random walk of a particle in . Convergence of different transformations of trajectories of random flights with Poisson switching moments h…
The Brownian Motion on Aff(R) and Quasi-Local Theorems
V Konakov, S Menozzi, Stanislav Molchanov
This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are dis…
Random walks in non homogeneous Poissonian environment
Youri Davydov, Valentin Konakov
We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non…