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Stability of transition densities of SDEs and Markov chains with respect to perturbations of coefficients

P. 79–82.
Konakov V. D.

We consider the problem of stability of transition densities of SDEs and Markov chains with respect to perturbations of coefficients.

Language: English
Text on another site
Keywords: Markov chainData ScienceStabilityStochastic differential equation
Publication based on the results of:
Mathematical problems in the theory of evolution of biological systems and demography (2022)

In book

Proceedings of 13th International Conference on Computer Data Analysis and Modeling: Stochastic and Data Science (Minsk, September 6-10,2022)
Minsk: [б.и.], 2022.
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