{
  "id": "1506.08758",
  "version": "v1",
  "published": "2015-06-29T17:55:09.000Z",
  "updated": "2015-06-29T17:55:09.000Z",
  "title": "Stability of densities for perturbed Diffusions and Markov Chains",
  "authors": [
    "V. Konakov",
    "A. Kozhina",
    "S. Menozzi"
  ],
  "comment": "39 pages",
  "categories": [
    "math.PR"
  ],
  "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. As an important application, we give a first order expansion for the difference of the densities of a diffusion with Holder coefficients and its approximation by the Euler scheme.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-06-29T17:55:09.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "65C30"
    ],
    "keywords": [
      "markov chains",
      "perturbed diffusions",
      "first order expansion",
      "diffusion processes",
      "approximation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 39,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150608758K"
    }
  }
}