Enviar artigo por via de e-mail Estimates of distances between transition probabilities of diffusions
- Autores: Bogachev V.I.1,2, Röckner M.3, Shaposhnikov S.V.1,2
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Afiliações:
- Department of Mechanics and Mathematics
- St. Tikhon’s Orthodox University
- Fakultät für Mathematik
- Edição: Volume 93, Nº 2 (2016)
- Páginas: 135-139
- Seção: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/223450
- DOI: https://doi.org/10.1134/S1064562416020034
- ID: 223450
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Resumo
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
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Sobre autores
V. Bogachev
Department of Mechanics and Mathematics; St. Tikhon’s Orthodox University
Autor responsável pela correspondência
Email: vibogach@mail.ru
Rússia, Moscow, 119991; Moscow
M. Röckner
Fakultät für Mathematik
Email: vibogach@mail.ru
Alemanha, Bielefeld, D-33501
S. Shaposhnikov
Department of Mechanics and Mathematics; St. Tikhon’s Orthodox University
Email: vibogach@mail.ru
Rússia, Moscow, 119991; Moscow
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