The Poisson Equation and Estimates for Distances Between Stationary Distributions of Diffusions

The Poisson Equation and Estimates for Distances Between Stationary Distributions of Diffusions 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Mathematical Sciences Springer Journals

The Poisson Equation and Estimates for Distances Between Stationary Distributions of Diffusions

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Publisher
Springer Journals
Copyright
Copyright © 2018 by Springer Science+Business Media, LLC, part of Springer Nature
Subject
Mathematics; Mathematics, general
ISSN
1072-3374
eISSN
1573-8795
D.O.I.
10.1007/s10958-018-3872-3
Publisher site
See Article on Publisher Site

Abstract

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.

Journal

Journal of Mathematical SciencesSpringer Journals

Published: Jun 2, 2018

References

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