2 citations · 4 across the 6 of their papers we have counts for
Showing 2016 · math.PRShow all
2 papers · 2 filters
math.PR2016
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…
math.PR2016
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…