Bound for an Approximation of Invariant Density of Diffusions via Density Formula in Malliavin Calculus

The Kolmogorov and total variation distance between the laws of random variables have upper bounds represented by L1-norm densities when densities. In this paper, we derive an bound, in terms such as distance, for several probabilistic distances (e.g., Wasserstein Forter–Mourier etc.) F G case where a variable follows invariant measure that admits density differentiable G, sense Malliavin calculus, also allows function.