2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2016★ 1 cited
Stability of densities for perturbed degenerate Diffusions
A. Kozhina
We study the sensitivity of the densities of some Kolmogorov like degenerate diffusion processes with respect to a perturbation of the coefficients of the non-degenerate component.…
math.PR2015★ 2 cited
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.