Error estimates for invariant measures of diffusion processes

18.05.2021 16:30 - 17:15

Max Fathi (University of Paris)

Abstract: 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.

M. Beiglböck, N. Berestycki, L. Erdös, J. Maas, F. Toninelli
Online via Zoom