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Principle Seminar of the Department of Probability Theory, Moscow State University
November 16, 2016 16:45, Moscow, MSU, auditorium 12-24
 


Estimates of distances between transition probabilities of diffusions and applications to nonlinear problems

S. V. Shaposhnikov

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

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Abstract: Estimates of the total variation and Kantorovich distances between transition probabilities of two diffusion processes with different diffusion matrices and drifts will be presented. We are planing to discuss some applications to nonlinear Fokker-Planck-Kolmogorov equations, optimal control and mean field games.

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