The Poisson Equation and Estimates for Distances Between Stationary Distributions of Diffusions
- Авторы: Bogachev V.I.1,2,3, Röckner M.4, Shaposhnikov S.V.1,2,3
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Учреждения:
- Moscow State University
- National University Higher School of Economics
- St. Tikhon’s Orthodox Humanitarian University
- Universität Bielefeld
- Выпуск: Том 232, № 3 (2018)
- Страницы: 254-282
- Раздел: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/241296
- DOI: https://doi.org/10.1007/s10958-018-3872-3
- ID: 241296
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Аннотация
We estimate distances between stationary solutions to Fokker–Planck–Kolmogorov equations with different diffusion and drift coefficients. To this end we study the Poisson equation on the whole space. We have obtained sufficient conditions for stationary solutions to satisfy the Poincaré and logarithmic Sobolev inequalities.
Об авторах
V. Bogachev
Moscow State University; National University Higher School of Economics; St. Tikhon’s Orthodox Humanitarian University
Автор, ответственный за переписку.
Email: vibogach@mail.ru
Россия, Moscow, 119991; 20, Myasnitskaya St., Moscow, 101000; 23-5A, Novokuznetskaya St., Moscow, 115184
M. Röckner
Universität Bielefeld
Email: vibogach@mail.ru
Германия, Bielefeld, 33501
S. Shaposhnikov
Moscow State University; National University Higher School of Economics; St. Tikhon’s Orthodox Humanitarian University
Email: vibogach@mail.ru
Россия, Moscow, 119991; 20, Myasnitskaya St., Moscow, 101000; 23-5A, Novokuznetskaya St., Moscow, 115184
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