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Convergence in Wasserstein distance for empirical measures of semilinear SPDEs
Feng-yu Wang
The Annals of Applied Probability, Volume: 33, Issue: 1
Swansea University Author: Feng-yu Wang
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DOI (Published version): 10.1214/22-aap1807
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...
| Published in: | The Annals of Applied Probability |
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| ISSN: | 1050-5164 |
| Published: |
Institute of Mathematical Statistics
2023
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa59501 |
| 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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| College: |
Faculty of Science and Engineering |
| Issue: |
1 |