Stability of densities for perturbed Diffusions and Markov Chains
Probability
2016-11-28 v3
Abstract
We are interested in studying the sensitivity of diffusion processes or their approximations by Markov Chains with respect to a perturbation of the coefficients.
Cite
@article{arxiv.1506.08758,
title = {Stability of densities for perturbed Diffusions and Markov Chains},
author = {V. Konakov and A. Kozhina and S. Menozzi},
journal= {arXiv preprint arXiv:1506.08758},
year = {2016}
}
Comments
26 pages