Valentin Konakov

Available identifiers

zbMath Open konakov.valentinMaRDI QIDQ548157

List of research outcomes

Publication	Date of Publication	Type
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	2022-01-17	Paper
Well-posedness of some non-linear stable driven SDEs	2021-02-23	Paper
Convergence of some classes of random flights in Wasserstein distance	2019-10-09	Paper
Random walks in nonhomogeneous Poisson environment	2018-03-08	Paper
Stability of Densities for Perturbed Diffusions and Markov Chains	2017-08-28	Paper
Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients	2017-06-01	Paper
Limits of Kalman Filter application in heavy tailed problems	2015-05-29	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	2014-05-05	Paper
Weak error for stable driven stochastic differential equations: expansion of the densities	2011-06-28	Paper
Explicit parametrix and local limit theorems for some degenerate diffusion processes	2011-03-10	Paper
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains	2008-12-01	Paper
Weak Error for stable driven SDEs: expansion of the densities	2008-10-17	Paper
Edgeworth-type expansions for transition densities of Markov chains converging to diffusions	2006-07-26	Paper
Small time asymptotics in local limit theorems for Markov chains converging to diffusions	2006-02-20	Paper
Local approximations of Markov random walks by diffusions.	2005-02-25	Paper
Edgeworth type expansions for Euler schemes for stochastic differential equations.	2004-01-11	Paper
Local limit theorems for transition densities of Markov chains converging to diffusions	2002-10-23	Paper

Research outcomes over time

Doctoral students

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