Wednesday, December 18, 2019 - 15:00 in V3-201
Regularity and qualitative properties of stationary measures of diffusion processes
A talk in the Bielefeld Stochastic Afternoon series by
Stanislav Shaposhnikov from Moscow State University
| Abstract: |
We will discuss integrability, continuity and positivity of densities of stationary distributions of diffusion processes with coefficients of low regularity. In addition we will present estimates of distances between stationary measures of different diffusion processes.
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