Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case
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Publication:5030238
DOI10.1051/ps/2021017zbMath1492.65031arXiv1910.05060OpenAlexW4200431989MaRDI QIDQ5030238
Lucas Journel, Pierre Monmarché
Publication date: 16 February 2022
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.05060
quasi-stationary distributionpropagation of chaosWasserstein distanceinteracting particle systemcouplings
Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)
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Quasi-invariance under flows generated by non-linear PDEs, On the stability of positive semigroups, On non-extinction in a Fleming-Viot-type particle model with Bessel drift
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