Differential Properties of Semigroups and Estimates of Distances between Stationary Distributions of Diffusions

Differential Properties of Semigroups and Estimates of Distances between Stationary Distributions of Diffusions

New estimates are obtained for the total variation distance and the Kantorovich distance between stationary distributions of diffusion processes in terms of certain distances between the diffusion coefficients and drifts of these processes.

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Veröffentlicht in:Doklady. Mathematics 2019-03, Vol.99 (2), p.175-180
Hauptverfasser: Bogachev, V. I., Miftakhov, A. F., Shaposhnikov, S. V.
Format: Artikel
Sprache:eng
Schlagworte:
Mathematics
Mathematics and Statistics
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Beschreibung
Zusammenfassung:New estimates are obtained for the total variation distance and the Kantorovich distance between stationary distributions of diffusion processes in terms of certain distances between the diffusion coefficients and drifts of these processes.
ISSN:1064-5624
1531-8362
DOI:10.1134/S1064562419020236