The Poisson equation and estimates for distances between stationary distributions of diffusions
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Cites work
- scientific article; zbMATH DE number 410743 (Why is no real title available?)
- scientific article; zbMATH DE number 4145075 (Why is no real title available?)
- scientific article; zbMATH DE number 51873 (Why is no real title available?)
- scientific article; zbMATH DE number 3229944 (Why is no real title available?)
- A simple proof of the Poincaré inequality for a large class of probability measures
- Analysis and geometry of Markov diffusion operators
- Convex Sobolev inequalities derived from entropy dissipation
- Dimension dependent hypercontractivity for Gaussian kernels
- Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
- Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
- Elliptic Partial Differential Equations of Second Order
- Elliptic and parabolic equations for measures
- Entropy-cost inequalities for diffusion semigroups with curvature unbounded below
- Fokker-Planck-Kolmogorov equations
- From super Poincaré to weighted log-Sobolev and entropy-cost inequalities
- General logarithmic Sobolev inequalities and Orlicz imbeddings
- Global Lipschitz regularizing effects for linear and nonlinear parabolic equations
- Global properties of invariant measures
- Harnack and functional inequalities for generalized Mehler semigroups.
- Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity
- Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models
- Isoperimetric and analytic inequalities for log-concave probability measures
- Lyapunov conditions for super Poincaré inequalities
- Measure theory. Vol. I and II
- On an integral criterion for hypercontractivity of diffusion semigroups and extremal functions
- On the Poisson equation and diffusion approximation. I
- On uniqueness problems related to elliptic equations for measures
- Phi-entropy inequalities for diffusion semigroups
- Poincaré inequality and the \(L^{p}\) convergence of semi-groups
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Stability of densities for perturbed diffusions and Markov chains
- The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
- The Monge-Kantorovich problem: achievements, connections, and perspectives
- Weak error for the Euler scheme approximation of diffusions with non-smooth coefficients
Cited in
(12)- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
- Quantitative stability estimates for multiscale stochastic dynamical systems
- On convergence to stationary distributions for solutions of nonlinear Fokker-Planck-Kolmogorov equations
- The Fokker-Planck-Kolmogorov equation with nonlinear terms of local and nonlocal type
- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions
- Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
- The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
- Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
- Exploratory HJB equations and their convergence
- Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
- Differential properties of semigroups and estimates of distances between stationary distributions of diffusions
- Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
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