Error estimates for invariant measures of diffusion processes
VIENNA PROBABILITY SEMINAR
Date:
Tuesday, May 18, 2021 16:30 - 17:15
Speaker:
Max Fathi (University of Paris)
Location:
Online via Zoom
Series:
Mathematics and CS Seminar
Host:
M. Beiglböck, N. Berestycki, L. Erdös, J. Maas, F. Toninelli
Contact:
Birgit Oosthuizen-Noczil
I will discuss an approach for measuring distances between invariant measures of diffusion processes whose coefficients are close in $L^2$, under weak (Sobolev) regularity assumptions. The main motivations are to extend certain functional inequalities arising in Stein's method to a non-Gaussian setting, and continuity estimates for a variant of the Monge-Ampère PDE. Joint work with Dan Mikulincer.