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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

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.


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