Differential properties of semigroups and estimates of distances between stationary distributions of diffusions

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Abstract

We obtain new bounds on the total variation distance and the Kantorovich distance between stationary distributions of diffusion processes in terms of certain distances between diffusion and drift coefficients.

About the authors

V. I. Bogachev

Lomonosov Moscow State University; National Research University Higher School of Economics; St. Tikhons Orthodox University

Author for correspondence.
Email: vibogach@mail.ru
Russian Federation, 1, Leninskie gory, Moscow, 119991; 20, Myasnitskaya street, Moscow, 101000; 23 5a, Novokuznetskaya street, Moscow, 115184

A. F. Miftakhov

Lomonosov Moscow State University

Email: vibogach@mail.ru
Russian Federation, 1, Leninskie gory, Moscow, 119991

S. V. Shaposhnikov

Lomonosov Moscow State University; National Research University Higher School of Economics; St. Tikhons Orthodox University

Email: vibogach@mail.ru
Russian Federation, 1, Leninskie gory, Moscow, 119991; 20, Myasnitskaya street, Moscow, 101000; 23 5a, Novokuznetskaya street, Moscow, 115184

References

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