Differential properties of semigroups and estimates of distances between stationary distributions of diffusions

DOI10.1134/S1064562419020236MaRDI QIDQ2313256zbMATH OpenOpenAlexWikidataFDO

Authors A. F. Miftakhov, Vladimir I. Bogachev, S. V. Shaposhnikov

Publication date 18 July 2019

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562419020236

zbMATH Keywords

diffusion processesKantorovich distance

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Fokker-Planck equations (35Q84) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

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Cites work

• Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
• 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
• Fokker-Planck-Kolmogorov equations
• Gaussian estimates for elliptic operators with unbounded drift
• Global Lipschitz regularizing effects for linear and nonlinear parabolic equations
• Gradient estimates for diffusion semigroups with singular coefficients
• Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity
• Lyapunov conditions for super Poincaré inequalities
• On the Poisson equation and diffusion approximation. I
• Ornstein–Uhlenbeck operators and semigroups
• 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
• The Poisson equation and estimates for distances between stationary distributions of diffusions

Cited in

(10)

• Some boundedness properties of certain stationary diffusion semigroups
• Stability and approximations of symmetric diffusion semigroups and kernels
• The Poisson equation and estimates for distances between stationary distributions of diffusions
• A natural diffusion distance and equivalence of local convergence and local equicontinuity for a general symmetric diffusion semigroup
• Some remarks on diffusion distances
• Quantitative stability estimates for multiscale stochastic dynamical systems
• Log-Sobolev-type inequalities for solutions to stationary Fokker-Planck-Kolmogorov equations
• The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
• Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
• Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes

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