The Poisson Equation and Estimates for Distances Between Stationary Distributions of Diffusions
- 作者: Bogachev V.I.1,2,3, Röckner M.4, Shaposhnikov S.V.1,2,3
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隶属关系:
- Moscow State University
- National University Higher School of Economics
- St. Tikhon’s Orthodox Humanitarian University
- Universität Bielefeld
- 期: 卷 232, 编号 3 (2018)
- 页面: 254-282
- 栏目: 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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详细
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.
作者简介
V. Bogachev
Moscow State University; National University Higher School of Economics; St. Tikhon’s Orthodox Humanitarian University
编辑信件的主要联系方式.
Email: vibogach@mail.ru
俄罗斯联邦, Moscow, 119991; 20, Myasnitskaya St., Moscow, 101000; 23-5A, Novokuznetskaya St., Moscow, 115184
M. Röckner
Universität Bielefeld
Email: vibogach@mail.ru
德国, Bielefeld, 33501
S. Shaposhnikov
Moscow State University; National University Higher School of Economics; St. Tikhon’s Orthodox Humanitarian University
Email: vibogach@mail.ru
俄罗斯联邦, Moscow, 119991; 20, Myasnitskaya St., Moscow, 101000; 23-5A, Novokuznetskaya St., Moscow, 115184
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