Convergence and regularity of probability laws using an interpolation method

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Date/heure
Date(s) - 26/09/2014
11 h 00 min - 12 h 00 min

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Recently Fournier and Printemps establish a methodology which allows to prove absolute continuity for the law of the solution of some stochastic equations with low regularity for the coefficients (Holeder continous). So this is out of rich using standard methods based on Malliaivn calculus. Debushe and Romito substantialy imporved the above methodology by using Besov space technics. In the present work we porve that this quaind of problem naturally fits in the classical framework of interpolation spaces: we prove an interpolation inequality which allows to further improve the results of Debusche and Romito, and not only: it turns out that this inequality produces a criterion of convergence in total variation distance for a sequence of random variables.

[http://perso-math.univ-mlv.fr/users/bally.vlad/]

Olivier CHABROL
Posts created 14

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