Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
27.03.1946
Phone: 89166445224
Keywords: parametrix,
local limit theorems,
diffusion approximations,
numerical schemes for solutions of SDEs.
Subject:
Stochastic analysis, parametrix method, Markov random processes
Main publications:
Konakov V. Panov V. Piterbarg V., “Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates”, Extremes, 24:3 (2021), 617-651
Frikha N., Konakov V., Menozzi S., “Well-Posedness of some non-linear stable driven SDEs”, Discrete and Continuous Dynamical Systems, 41:2 (2021), 849-898
Bitter I. Konakov V., “L_1 and L_∞ stability of transition densities of perturbed diffusions.”, Random Operators and Stochastic Equations., 29:4 (2021), 287-308
