4. Mathematics
  5. Probability

Valentin Konakov

Mathematics – Probability

Scientist

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CMI RAS

Accuracy of Diffusion Approximations for High Frequency Markov Data

Mathematics – Probability
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Explicit parametrix and local limit theorems for some degenerate diffusion processes

Mathematics – Probability
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Small time asymptotics in local limit theorems for Markov chains converging to diffusions

Mathematics – Probability
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Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains

Mathematics – Statistics Theory
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Statistical convergence of Markov experiments to diffusion limits

Mathematics – Statistics Theory
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