Konakov, V. D.; Markova, Anna R. Linear trend exclusion for models defined with stochastic differential and difference equations. (English. Russian original) Zbl 1334.93162 Autom. Remote Control 76, No. 10, 1771-1783 (2015); translation from Avtom. Telemekh. 2015, No. 10, 74-89 (2015). MSC: 93E03 60H15 65C40 × Cite Format Result Cite Review PDF Full Text: DOI
Konakov, Valentin; Menozzi, Stéphane; Molchanov, Stanislav Explicit parametrix and local limit theorems for some degenerate diffusion processes. (English) Zbl 1211.60036 Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 4, 908-923 (2010). MSC: 60J35 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv EuDML
Konakov, Valentin; Mammen, Enno Edgeworth-type expansions for transition densities of Markov chains converging to diffusions. (English) Zbl 1098.60069 Bernoulli 11, No. 4, 591-641 (2005). Reviewer: Henri Schurz (Carbondale) MSC: 60J05 60G35 60H10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI
Konakov, Valentin; Mammen, Enno Local approximations of Markov random walks by diffusions. (English) Zbl 1065.60502 Stochastic Processes Appl. 96, No. 1, 73-98 (2001). MSC: 60J60 60G50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv