| Publication | Date of Publication | Type |
|---|
Local limit theorems and strong approximations for Robbins-Monro procedures
Statistics | 2026-03-09 | Paper |
Strong Approximations for Markov Chains Weakly Converging to Diffusions
(available as arXiv preprint) | 2026-01-01 | Paper |
WITHDRAWN: A Local Limit Theorem for Robbins-Monro Procedure
(available as arXiv preprint) | 2025-01-01 | Paper |
Asymptotic version of the parametrix method for Markov chains converging to diffusions
(available as arXiv preprint) | 2025-01-01 | Paper |
Random walks on rank one symmetric spaces of noncompact type
(available as arXiv preprint) | 2025-01-01 | Paper |
| Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures | 2023-04-20 | Paper |
\(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions
Random Operators and Stochastic Equations | 2022-01-17 | Paper |
Well-posedness of some non-linear stable driven SDEs
Discrete and Continuous Dynamical Systems | 2021-02-23 | Paper |
| Convergence of some classes of random flights in Wasserstein distance | 2019-10-09 | Paper |
Convergence of some classes of random flights in Wasserstein distance
(available as arXiv preprint) | 2019-01-01 | Paper |
Random walks in nonhomogeneous Poisson environment
(available as arXiv preprint) | 2018-03-08 | Paper |
Stability of densities for perturbed diffusions and Markov chains
ESAIM: Probability and Statistics | 2017-08-28 | Paper |
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients
Electronic Journal of Probability | 2017-06-01 | Paper |
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients
Electronic Journal of Probability | 2017-06-01 | Paper |
Weak error for continuous time Markov chains related to fractional in time P(I)DEs
Stochastic Processes and their Applications | 2016-03-03 | Paper |
The procedure of excluding of the nonlinear trend fir the models described by stochastic differential and difference equations
(available as arXiv preprint) | 2016-01-01 | Paper |
| Limits of Kalman Filter application in heavy tailed problems | 2015-05-29 | Paper |
Limits of Kalman Filter application in heavy tailed problems
(available as arXiv preprint) | 2015-01-01 | Paper |
Stability of densities for perturbed Diffusions and Markov Chains
(available as arXiv preprint) | 2015-01-01 | Paper |
| Convergence rates of maximal deviation distribution for projection estimates of L\'evy densities | 2014-11-18 | Paper |
Statistical convergence of Markov experiments to diffusion limits
Bernoulli | 2014-05-05 | Paper |
Statistical convergence of Markov experiments to diffusion limits
Bernoulli | 2014-05-05 | Paper |
Local limit theorems for Markov chains with trend component of linear growth
(available as arXiv preprint) | 2014-01-01 | Paper |
Convergence rates of maximal deviation distribution for projection estimates of Lévy densities
(available as arXiv preprint) | 2014-01-01 | Paper |
Weak error for stable driven stochastic differential equations: expansion of the densities
Journal of Theoretical Probability | 2011-06-28 | Paper |
Explicit parametrix and local limit theorems for some degenerate diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
Explicit parametrix and local limit theorems for some degenerate diffusion processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-03-10 | Paper |
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-12-01 | Paper |
| Weak Error for stable driven SDEs: expansion of the densities | 2008-10-17 | Paper |
Weak Error for stable driven SDEs: expansion of the densities
(available as arXiv preprint) | 2008-01-01 | Paper |
Edgeworth-type expansions for transition densities of Markov chains converging to diffusions
Bernoulli | 2006-07-26 | Paper |
| Small time asymptotics in local limit theorems for Markov chains converging to diffusions | 2006-02-20 | Paper |
Small time asymptotics in local limit theorems for Markov chains converging to diffusions
(available as arXiv preprint) | 2006-01-01 | Paper |
Local approximations of Markov random walks by diffusions.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Edgeworth type expansions for Euler schemes for stochastic differential equations.
Monte Carlo Methods and Applications | 2004-01-11 | Paper |
Local limit theorems for transition densities of Markov chains converging to diffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-10-23 | Paper |
