Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (Q727855): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal linear drift for the speed of convergence of an hypoelliptic diffusion |
scientific article |
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Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (English)
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21 December 2016
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hypoelliptic diffusion
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Ornstein-Uhlenbeck process
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optimal linear dirft
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hypocoercivity
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Brownian motion
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irreversibility
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optimal sampling
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asymptotic convergence rate
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