Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
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Abstract: We investigate stability of invariant measures of diffusion processes with respect to distances on the coefficients, under an assumption of log-concavity. The method is a variant of a technique introduced by Crippa and De Lellis to study transport equations. As an application, we prove a partial extension of an inequality of Ledoux, Nourdin and Peccati relating transport distances and Stein discrepancies to a non-Gaussian setting via the moment map construction of Stein kernels.
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Cited in
(13)- Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow
- \(L_1\) and \(L_{\infty}\) stability of transition densities of perturbed diffusions
- Optimal stability estimates and a new uniqueness result for advection-diffusion equations
- Gaussian integrability of distance function under the Lyapunov condition
- Stability of the Poincaré constant
- Stein's method for invariant measures of diffusions via Malliavin calculus
- Regularity and stability of invariant measures for diffusion processes under synthetic lower Ricci curvature bounds
- Basic estimates of stability rate for one-dimensional diffusions
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- q-moment Stein kernels: application to the rate of convergence in the multidimensional CLT
- Nonlinear Fokker-Planck-Kolmogorov equations
- Transportation inequalities for stochastic differential equations of pure jumps
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