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Stability of Densities for Perturbed Diffusions and Markov Chains - MaRDI portal

Stability of Densities for Perturbed Diffusions and Markov Chains (Q5350278)

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scientific article; zbMATH DE number 6766328
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English
Stability of Densities for Perturbed Diffusions and Markov Chains
scientific article; zbMATH DE number 6766328

    Statements

    title
    Stability of Densities for Perturbed Diffusions and Markov Chains (English)
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    author
    Valentin Konakov
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    Anna Kozhina
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    Stéphane Menozzi
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    publication date
    28 August 2017
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    zbMATH Keywords
    diffusion processes
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    Markov chains
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    parametrix
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    Hölder coefficients
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    bounded drifts
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    cites work
    Q4097679
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    Q5342182
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    Q5520962
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    Q4086524
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    Q4716216
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    Q3862204
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60J10
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    60H10
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    60H35
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    65C30
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    zbMATH DE Number
    6766328
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    OpenAlex ID
    W2963787501
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    arXiv ID
    1506.08758
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    DOI
    10.1051/PS/2016028
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