May 18, 2021
Error estimates for invariant measures of diffusion processes
VIENNA PROBABILITY SEMINAR
Date: May 18, 2021 |
4:30 pm –
5:15 pm
Speaker:
Max Fathi, University of Paris
Location: 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.
