The Poisson equation and estimates for distances between stationary distributions of diffusions
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Publication:1661605
DOI10.1007/S10958-018-3872-3zbMATH Open1406.35408OpenAlexW2805963819MaRDI QIDQ1661605FDOQ1661605
Authors: Vladimir I. Bogachev, Michael Röckner, S. V. Shaposhnikov 
Publication date: 16 August 2018
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-018-3872-3
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Cited In (12)
- Differential properties of semigroups and estimates of distances between stationary distributions of diffusions
- Exploratory HJB equations and their convergence
- Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
- Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes
- Distances between stationary distributions of diffusions and solvability of nonlinear Fokker-Planck-Kolmogorov equations
- The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
- 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
- Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions
- Quantitative stability estimates for multiscale stochastic dynamical systems
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