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
收藏
页码：70 / 84
页数：15
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