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20152026
most citedLimit Theorems for Random Walks in the Hyperbolic Space

2 citations · 4 across the 6 of their papers we have counts for

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Showing 2016Show all

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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…