双线性SPDE经验测度在Wasserstein距离上的收敛性

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Annals of Applied Probability Pub Date : 2021-01-31 DOI:10.1214/22-aap1807

Feng-Yu Wang

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引用次数: 12

摘要

估计了对称双线性SPDE的经验测度在Wasserstein距离上的收敛速度。与收敛在时间上为代数阶的有限维情况不同，在当前情况下，收敛为对数阶，幂由底层线性算子的特征值给定。

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Convergence in Wasserstein distance for empirical measures of semilinear SPDEs

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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来源期刊

Annals of Applied Probability 数学-统计学与概率论

CiteScore

2.70

自引率

5.60%

发文量

108

审稿时长

6-12 weeks

期刊介绍： The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.