2 citations · 4 across the 6 of their papers we have counts for
9 papers · 1 filter
Strong invariance principles for diffusions, Markov chains and their perturbations
V. Konakov, D. Kucher, E. Mammen
In this paper, we construct strong approximations for discrete-time Markov chains weakly converging to continuous diffusion processes, as well as for their perturbed counterparts.…
Random walks on rank one symmetric spaces of noncompact type
Fedor Gnetov, Valentin Konakov
We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural random walk on a symmetric space of non-compact type and rank one. This cl…
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…
Limit Theorems for Random Walks in the Hyperbolic Space
V Konakov, S Menozzi
We prove central and local limit theorems for random walks on the Poincar{é} hyperbolic space of dimension n {\v e} 2. To this end we use the ball model and describe the walk there…
A Local Limit Theorem for Robbins-Monro Procedure
Lorick Huang, V Konakov
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that und…
The procedure of excluding of the nonlinear trend fir the models described by stochastic differential and difference equations
V. Konakov, A. Markova
We consider the diffusion process and its approximation by Markov chain with nonlinear increasing trends. The usual parametrix method is not appliable because these models have unb…
Weak Error for the Euler Scheme Approximation of Diffusions with Non-Smooth Coefficients *
V Konakov, S Menozzi
We study the weak error associated with the Euler scheme of non degenerate diffusion processes with non smooth bounded coefficients. Namely, we consider the cases of H{ö}lder conti…
Stability of densities for perturbed Diffusions and Markov Chains
V. Konakov, A. Kozhina, S. Menozzi
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.
Weak Error for Continuous Time Markov Chains Related to Fractional in Time P(I)DEs
M. Kelbert, V. Konakov, S. Menozzi
We provide sharp error bounds for the difference between the transition densities of some multidimensional Continuous Time Markov Chains (CTMC) and the fundamental solutions of som…