18. May 2021
Error estimates for invariant measures of diffusion processes
VIENNA PROBABILITY SEMINAR
Datum: 18. May 2021 |
16:30 –
17:15
Sprecher:
Max Fathi, University of Paris
Veranstaltungsort: Online via Zoom
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.
