Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
نویسندگان
چکیده
We investigate stability of invariant measures diffusion processes with respect to $L^p$ distances on the coefficients, under an assumption log-concavity. The method is a variant technique introduced by Crippa and De Lellis study transport equations. As application, we prove partial extension inequality Ledoux, Nourdin Peccati relating Stein discrepancies non-Gaussian setting via moment map construction kernels.
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ژورنال
عنوان ژورنال: Annali della Scuola normale superiore di Pisa. Classe di scienze
سال: 2022
ISSN: ['0391-173X', '2036-2145']
DOI: https://doi.org/10.2422/2036-2145.202011_016