Valentin Konakov

Publications³⁶

• Article Konakov V., Panov V., Piterbarg V. Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates // Extremes. 2021 doi
• Preprint Bitter I., Konakov V. L1 and L∞ stability of transition densities of perturbed diffusions / Cornell University. Series arxive "math". 2021. No. 2104.00407.
• Article Frikha N., Konakov V., Menozzi S. Well-Posedness of Some Non-Linear Stable Driven SDEs // Discrete and Continuous Dynamical Systems. 2021. Vol. 41. No. 2. P. 849-898. doi
• Preprint Konakov V., Panov V., Piterbarg V. Extremes of Gaussian non-stationary processes and maximal deviation of projection density estimates / Cornell University. Series arxive "math". 2020. No. 2005.11249.
• Article Конаков В. Д., Фалалеев А. Сходимость некоторых классов случайных полетов в метрике Канторовича // Теория вероятностей и ее применения. 2020. Т. 65. № 4. С. 829-840. doi
• Preprint Falaleev A., Konakov V. Convergence of some classes of random flights in Wasserstein distance / Cornell University. Series arxive "math". 2019. No. 1910.03862.
• Chapter Konakov V., Menozzi S., Molchanov S. The Brownian motion on Aff(R) and quasi-local theorems, in: Contemporary Mathematics Vol. 739: Probabilistic Methods in Geometry, Topology and Spectral Theory. AMS, 2019. doi P. 97-124. doi
• Preprint Frikha N., Konakov V., Menozzi S. Well-posedness of some non-linear stable driven SDEs / Cornell University. Series arxive "math". 2019. No. 1910.05945.
• Preprint Huang L., Konakov V. A Local Limit Theorem for Robbins-Monro Procedure / Cornell University. Series arxive "math". 2018. No. 1810.09678.
• Chapter Konakov V., Menozzi S., Molchanov S. Approximation of diffusion processes on solvable Lie groups by random walks. Local and quasi-local limit theorems, in: Analytical and computational methods in probability theory and its applications (ACMPT-2017). Proceedings of the International Scientific Conference. M. : RUDN, 2017. P. 202-206.
• Article Konakov V., Markova A. Nonlinear Trend Exclusion Procedure for Models defined by Stochastic Differential and Difference Equations / Пер. с рус. // Automation and Remote Control. 2017. Vol. 78. No. 8. P. 1438-1448. doi
• Chapter Davydov Y., Konakov V. Random Walks in Nonhomogeneous Poisson Environment, in: Modern problems of stochastic analysis and statistics - Selected contributions in honor of Valentin Konakov / Ed. by V. Panov. Heidelberg : Springer, 2017. doi P. 3-24.
• Article Konakov V., Kozhina A., Menozzi S. Stability of Densities for Perturbed Diffusions and Markov Chains // ESAIM: Probability and Statistics. 2017. Vol. 21. P. 88-112. doi
• Preprint Konakov V., Menozzi S., Molchanov S. The Brownian motion on Aff(R) and quasi-local theorems / Cornell University. Series arxive "math". 2017. No. 1709.06411.
• Article Konakov V., Menozzi S. Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients // Electronic Journal of Probability. 2017. Vol. 22. P. 1-47. doi
• Preprint Davydov Y., Konakov V. Random walks in non homogeneous Poissonian environment / Cornell University. Series math "arxiv.org". 2016. No. 1609.07066.
• Preprint Konakov V., Kozhina A., Menozzi S. Stability of densities for perturbed Diffusions and Markov Chains / Cornell University. Series arxive "math". 2016. No. 1506.08758v2.
• Article Konakov V., Panov V. Sup-norm convergence rates for Levy density estimation // Extremes. 2016. Vol. 19. No. 3. P. 371-403. doi
• Preprint Konakov V., Markova A. The procedure of excluding of the nonlinear trend for the models described by stochastic differential and difference equations / Cornell University. Series math "arxiv.org". 2016. No. 1610.08715.
• Article Kelbert M., Konakov V., Menozzi S. Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs // Stochastic Processes and their Applications. 2016. Vol. 126. P. 1145-1183. doi
• Preprint Konakov V., Menozzi S. Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients / Cornell University. Series math "arxiv.org". 2016. No. 1604.00771v2.
• Preprint Конаков В. Д., Мозгунов П. А. Limits of Kalman Filter application in heavy tailed problems / Cornell University. Серия math "arxiv.org". 2015. № 1505.07981.
• Article Konakov V., Markova A. Linear trend exclusion for models defined with stochastic differential and difference equations // Automation and Remote Control. 2015. Vol. 76. No. 10. P. 1771-1783. doi
• Preprint Kelbert M., Konakov V., Menozzi S. Weak Error for Continuous Time Markov Chains Related to Fractional in Time P(I)DE{s} / Cornell University. Series math "arxiv.org". 2015. No. 1505.04610.
• Article Конаков В. Д., Маркова А. Р. Процедура исключения линейного тренда для моделей, описываемых стохастическими дифференциальными и разностными уравнениями // Автоматика и телемеханика. 2015. № 10. С. 74-89.
• Preprint Konakov V., Panov V. Convergence rates of maximal deviation distribution for projection estimates of L\'evy densities / Cornell University. Series math "arxiv.org". 2014. No. 1411.4750.
• Preprint Konakov V., Markova A. Local limit theorems for Markov chains with trend component of linear growth / Cornell University. Series math "arxiv.org". 2014. No. 1412.1607v1.
• Article Konakov V., Mammen E., Woerner J. Statistical convergence of Markov experiments to diffusion limits // Bernoulli: a journal of mathematical statistics and probability. 2014. Vol. 20. No. 2. P. 623-644. doi
• Article Konakov V., Woerner J., Mammen E. Статистическая сходимость Марковских экспериментов к диффузионному пределу // Bernoulli: a journal of mathematical statistics and probability. 2014. Vol. 20. No. 2. P. 623-644.
• 
  Preprint Конаков В. Д. Метод параметрикса для диффузий и цепей Маркова / Издательство попечительского совета механико-математического факультета МГУ. Серия WP BRP "STI". 2012. № 2012.
• Article Konakov V., Menozzi S. Weak error for stable driven SDES: expansion of the densities // Journal of Theoretical Probability. 2011. Vol. 24. No. 2. P. 454-478.
• Article Konakov V., Menozzi S., Molchanov S. Explicit parametrix and local limit theorems for some degenerate diffusion processes // Annales de l’Institut Henri Poincaré. 2010. Vol. 46. No. 4. P. 908-923.
• Article Konakov V., Mammen E. Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains // Probability Theory and Related Fields. 2009. Vol. 143. No. 1. P. 137-176.
• Article Konakov V., Mammen E. Edgeworth type expansions for transition densities of Markov chains converging to diffusions // Bernoulli: a journal of mathematical statistics and probability. 2005. Vol. 11. No. 4. P. 591-641.
• Article Konakov V., Menozzi S. Edgeworth type expansions for Euler schemes for stochastic differential equations. // Monte Carlo Methods and Applications. 2002. No. 8. P. 271-286.
• Article Konakov V., Mammen E. Local limit theorems for transition densities of Markov chains converging to diffusions // Probability Theory and Related Fields. 2000. Vol. 117. No. 4. P. 551-587.