Estimates of distances between transition probabilities of diffusions

DOI10.1134/S1064562416020034zbMath1343.60120OpenAlexW2401771972MaRDI QIDQ2631193

Michael Roeckner, Vladimir I. Bogachev, Stanislav V. Shaposhnikov

Publication date: 29 July 2016

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562416020034

zbMATH Keywords

diffusionstransition probabilitiestotal variation distanceFokker-Planck-Kolmogorov equationsentropy distance

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Fokker-Planck equations (35Q84)

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