Error estimates for invariant measures of diffusion processes

VIENNA PROBABILITY SEMINAR

I will discuss an approach for measuring distances between invariant measures of diffusion processes whose coefficients are close in $L^2$, under weak (Sobolev) regularity assumptions. The main motivations are to extend certain functional inequalities arising in Stein's method to a non-Gaussian setting, and continuity estimates for a variant of the Monge-Ampère PDE. Joint work with Dan Mikulincer.