Regularization lemmas and convergence in total variation
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Publication:782822
DOI10.1214/20-EJP481zbMath1444.60009arXiv1907.12328OpenAlexW2965083532WikidataQ124989816 ScholiaQ124989816MaRDI QIDQ782822
Vlad Bally, Guillaume Poly, Lucia Caramellino
Publication date: 29 July 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.12328
Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11)
Related Items (7)
Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds ⋮ Improved bounds for the total variation distance between stochastic polynomials ⋮ Convergence in total variation for nonlinear functionals of random hyperspherical harmonics ⋮ Regularity of distributions of Sobolev mappings in abstract settings ⋮ Distributions of polynomials in Gaussian random variables under constraints on the powers of variables ⋮ Total variation distance between a jump-equation and its Gaussian approximation ⋮ Distributions of second order polynomials in Gaussian random variables
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