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arXiv · 1506.08758

Stability of densities for perturbed Diffusions and Markov Chains

V. Konakov·A. Kozhina·S. Menozzi
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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.

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V. Konakov, A. Kozhina, S. Menozzi. 2015-06-29. Stability of densities for perturbed Diffusions and Markov Chains. https://arxiv.org/abs/1506.08758

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