01.01.05 (Probability theory and mathematical statistics)
Birth date:
27.03.1946
Keywords:
parametrix,
local limit theorems,
diffusion approximations,
numerical schemes for solutions of SDEs.
Subject:
Stochastic analysis, parametrix method, Markov random processes
Biography
Since 2014, I have been the Head of the International Laboratory of Stochastic Analysis and its Applications at the Higher School of Economics. From 2011 to the present, Professor of the Department of Probability Theory, Faculty of Mechanics and Mathematics, Lomonosov Moscow State University (part-time)
Main publications:
Konakov V. Panov V. Piterbarg V., “Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates”, Extremes, 24:3 (2021), 617-651
Frikha N., Konakov V., Menozzi S., “Well-Posedness of some non-linear stable driven SDEs”, Discrete and Continuous Dynamical Systems, 41:2 (2021), 849-898
Bitter I. Konakov V., “L_1 and L_∞ stability of transition densities of perturbed diffusions.”, Random Operators and Stochastic Equations., 29:4 (2021), 287-308
V. D. Konakov, S. Menozzi, “Limit theorems for random walks in the hyperbolic space”, Mat. Zametki, 117:3 (2025), 402–421; Math. Notes, 117:3 (2025), 425–441
2020
2.
V. D. Konakov, A. R. Falaleev, “Convergence of certain classes of random flights in the Kantorovich metric”, Teor. Veroyatnost. i Primenen., 65:4 (2020), 829–840; Theory Probab. Appl., 65:4 (2021), 656–664
V. D. Konakov, A. R. Markova, “Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations”, Avtomat. i Telemekh., 2017, no. 8, 100–112; Autom. Remote Control, 78:8 (2017), 1438–1448
V. D. Konakov, A. R. Markova, “Linear trend exclusion for models defined with stochastic differential and difference equations”, Avtomat. i Telemekh., 2015, no. 10, 74–89; Autom. Remote Control, 76:10 (2015), 1771–1783
V. D. Konakov, “The theorem on deviation of empirical measure and its applications”, Teor. Veroyatnost. i Primenen., 29:1 (1984), 159–164; Theory Probab. Appl., 29:1 (1985), 158–163
V. D. Konakov, V. I. Piterbarg, “Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. II”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 164–169; Theory Probab. Appl., 28:1 (1984), 172–178
V. D. Konakov, V. I. Piterbarg, “Rate of convergence of maximal deviation distributions for Gaussian processes and empirical density functions. I”, Teor. Veroyatnost. i Primenen., 27:4 (1982), 707–724; Theory Probab. Appl., 27:4 (1983), 759–779
V. D. Konakov, “Complete asymptotic expansions for the maximum deviation of the empirical density function”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 495–509; Theory Probab. Appl., 23:3 (1979), 475–489
V. D. Konakov, “On a global deviation measure for an estimate of the regression line”, Teor. Veroyatnost. i Primenen., 22:4 (1977), 879–888; Theory Probab. Appl., 22:4 (1978), 858–868
V. D. Konakov, “On asymptotic normality of the sample mode of multivariate distributions”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 836–842; Theory Probab. Appl., 18:4 (1974), 794–799
V. D. Konakov, “A non-parametric estimate of a probability density function”, Teor. Veroyatnost. i Primenen., 17:2 (1972), 377–379; Theory Probab. Appl., 17:2 (1973), 361–362
M. Aizenman, B. R. Vainberg, I. Ya. Goldsheid, S. Ya. Zhitomirskaya, L. A. Pastur, A. Klein, V. D. Konakov, M. Cranston, B. Simon, V. Jakšić, “Stanislav Alekseevich Molchanov (on his 80th birthday)”, Uspekhi Mat. Nauk, 76:5(461) (2021), 205–211; Russian Math. Surveys, 76:5 (2021), 943–949
