Estimates of distances between transition probabilities of diffusions

Bogachev VI, Röckner M, Shaposhnikov SV (2016)
Doklady Mathematics 93(2): 135-139.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Bogachev, Vladimir I.; Röckner, MichaelUniBi; Shaposhnikov, Stanislav V.
Abstract / Bemerkung
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.
Erscheinungsjahr
2016
Zeitschriftentitel
Doklady Mathematics
Band
93
Ausgabe
2
Seite(n)
135-139
ISSN
1064-5624
eISSN
1531-8362
Page URI
https://pub.uni-bielefeld.de/record/2917155

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Bogachev VI, Röckner M, Shaposhnikov SV. Estimates of distances between transition probabilities of diffusions. Doklady Mathematics. 2016;93(2):135-139.
Bogachev, V. I., Röckner, M., & Shaposhnikov, S. V. (2016). Estimates of distances between transition probabilities of diffusions. Doklady Mathematics, 93(2), 135-139. doi:10.1134/S1064562416020034
Bogachev, V. I., Röckner, M., and Shaposhnikov, S. V. (2016). Estimates of distances between transition probabilities of diffusions. Doklady Mathematics 93, 135-139.
Bogachev, V.I., Röckner, M., & Shaposhnikov, S.V., 2016. Estimates of distances between transition probabilities of diffusions. Doklady Mathematics, 93(2), p 135-139.
V.I. Bogachev, M. Röckner, and S.V. Shaposhnikov, “Estimates of distances between transition probabilities of diffusions”, Doklady Mathematics, vol. 93, 2016, pp. 135-139.
Bogachev, V.I., Röckner, M., Shaposhnikov, S.V.: Estimates of distances between transition probabilities of diffusions. Doklady Mathematics. 93, 135-139 (2016).
Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. “Estimates of distances between transition probabilities of diffusions”. Doklady Mathematics 93.2 (2016): 135-139.

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