Convergence in Wasserstein Distance for Empirical Measures of Semilinear SPDEs

2021/01/31 by Wang, Feng-Yu · 2 citations
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2102.00361

Abstract

The convergence rate in Wasserstein distance is estimated for the empirical measures of symmetric semilinear SPDEs. Unlike in the finite-dimensional case that the convergence is of algebraic order in time, in the present situation the convergence is of log order with a power given by eigenvalues of the underlying linear operator.

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• Inversions of stochastic processes from ergodic measures of Nonlinear SDEs
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