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September 9, 2026
‘Balkan Hospitality Opens Doors: Studying Dialects on the Verge of Extinction
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L1 and L∞ stability of transition densities of perturbed diffusions

Random Operators and Stochastic Equations. 2021. Vol. 29. No. 4. P. 287–308.
Bitter I., Konakov V.

In this paper, we derive a stability result for L1 and L∞ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth, and we do not require uniform convergence of perturbed diffusions. Instead, we require a weaker convergence condition in a special metric introduced in this paper, related to the Holder norm of the diffusion matrix differences. Our approach is based on a special version of the McKean-Singer parametrix expansion.

Research target: Mathematics
Language: English
DOI
Keywords: stabilityparametrix methodUnbounded driftperturbed diffusion
Publication based on the results of:
Phase transitions and bifurcations in mathematical models of biophysics, quantum mechanics, disordered systems, magnetohydrodynamics, population dynamics, limit theorems of probability theory (2021)
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