18 citations · 43 across the 23 of their papers we have counts for
4 papers · 1 filter
On weak uniqueness and distributional properties of a solution to an SDE with -stable noise
Alexei Kulik
For an SDE driven by a rotationally invariant -stable noise we prove weak uniqueness of the solution under the balance condition , where denotes the Holder index of t…
Weak approximation rates for integral functionals of Markov processes
Iurii Ganychenko, Alexei Kulik
We obtain weak rates for approximation of an integral functional of a Markov process by integral sums. An assumption on the process is formulated only in terms of its transition pr…
A martingale bound for the entropy associated with a trimmed filtration on
Alexei Kulik, Taras Tymoshkevych
Using martingale methods, we provide bounds for the entropy of a probability measure on with the right-hand side given in a certain integral form. As a corollary, i…
Rates of approximation of nonsmooth integral-type functionals of Markov processes
Iu. Ganychenko, A. Kulik
We provide strong -rates of approximation of nonsmooth integral-type functionals of Markov processes by integral sums. Our approach is, in a sense, process insensitive and is…