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Workshop “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”
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[Stability of Ito diffusions transition densities with respect to coefficient perturbations] А. Кожина |
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Аннотация: We consider two Ito diffusions with «close» coefficients. Using the parametrix series expansions we prove a non-uniform Gaussian type upper bound for the difference between their transition densities . We also give an example showing that our conditions can not be weaken. Язык доклада: английский |
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