Regularization lemmas and convergence in total variation

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

zbMATH Keywords

Wasserstein distancetotal variation distanceregularization techniquesabstract Malliavin calculus

Mathematics Subject Classification ID

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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