Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)

Author:

Bally Vlad,Qin Yifeng

Funder

Fondation Sciences Mathématiques de Paris

Publisher

Elsevier BV

Reference39 articles.

1. Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme;Alfonsi;Electron. J. Probab.,2015

2. Lévy Processes and Stochastic Calculus;Applebaum,2009

3. Analysis and Geometry of Markov Diffusion Operators;Bakry,2014

4. Regularization lemmas and convergence in total variation;Bally;Electron. J. Probab.,2020

5. Integration by parts formula and applications to equations with jumps;Bally;Probab. Theor. Relat. Fields,2011

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