CONVERGENCE IN WASSERSTEIN DISTANCE FOR EMPIRICAL MEASURES OF SEMILINEAR SPDES

被引：3

作者：

Wang, Feng-Yu ^{[1
]}

机构：

[1] Tianjin Univ, Ctr Appl Math, Tianjin, Peoples R China

来源：

ANNALS OF APPLIED PROBABILITY | 2023年 / 33卷 / 01期

关键词：

Wasserstein distance; empirical measure; semilinear SPDE; convergence rate;

D O I：

10.1214/22-AAP1807

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The convergence rate in Wasserstein distance is estimated for the em-pirical 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 eigen-values of the underlying linear operator.

引用

页码：70 / 84

页数：15

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