The Poisson equation and estimates for distances between stationary distributions of diffusions
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Publication:1661605
DOI10.1007/s10958-018-3872-3zbMath1406.35408OpenAlexW2805963819MaRDI QIDQ1661605
Vladimir I. Bogachev, Stanislav V. Shaposhnikov, Michael Roeckner
Publication date: 16 August 2018
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-018-3872-3
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Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels ⋮ Exploratory HJB Equations and Their Convergence ⋮ Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes ⋮ A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation ⋮ Quantitative stability estimates for multiscale stochastic dynamical systems ⋮ On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations ⋮ Differential properties of semigroups and estimates of distances between stationary distributions of diffusions ⋮ \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions
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