Differential Properties of Semigroups and Estimates of Distances between Stationary Distributions of Diffusions


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Abstract

New estimates are obtained for the total variation distance and the Kantorovich distance between stationary distributions of diffusion processes in terms of certain distances between the diffusion coefficients and drifts of these processes.

About the authors

V. I. Bogachev

Lomonosov Moscow State University; National Research University Higher School of Economics; Orthodox Saint Tikhon’s Humanitarian University

Author for correspondence.
Email: vibogach@mail.ru
Russian Federation, Moscow; Moscow; Moscow

A. F. Miftakhov

Lomonosov Moscow State University

Email: vibogach@mail.ru
Russian Federation, Moscow

S. V. Shaposhnikov

Lomonosov Moscow State University; National Research University Higher School of Economics; Orthodox Saint Tikhon’s Humanitarian University

Email: vibogach@mail.ru
Russian Federation, Moscow; Moscow; Moscow

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