Email this article Estimates of distances between transition probabilities of diffusions
- Authors: Bogachev V.I.1,2, Röckner M.3, Shaposhnikov S.V.1,2
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Affiliations:
- Department of Mechanics and Mathematics
- St. Tikhon’s Orthodox University
- Fakultät für Mathematik
- Issue: Vol 93, No 2 (2016)
- Pages: 135-139
- Section: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/223450
- DOI: https://doi.org/10.1134/S1064562416020034
- ID: 223450
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Abstract
We obtain upper bounds for the total variation and entropy distances between probability solutions to two Fokker–Planck–Kolmogorov equations with different diffusion matrices and drifts
About the authors
V. I. Bogachev
Department of Mechanics and Mathematics; St. Tikhon’s Orthodox University
Author for correspondence.
Email: vibogach@mail.ru
Russian Federation, Moscow, 119991; Moscow
M. Röckner
Fakultät für Mathematik
Email: vibogach@mail.ru
Germany, Bielefeld, D-33501
S. V. Shaposhnikov
Department of Mechanics and Mathematics; St. Tikhon’s Orthodox University
Email: vibogach@mail.ru
Russian Federation, Moscow, 119991; Moscow
