Exponential convergence in Lp-Wasserstein distance for diffusion processes without uniformly dissipative drift

DOI10.1002/MANA.201500351zbMath1350.60079arXiv1407.1986OpenAlexW2963730516MaRDI QIDQ2830673

Jian Wang, De Jun Luo

Publication date: 28 October 2016

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1986

zbMATH Keywords

reflectionstochastic differential equationsdiffusion processesexponential convergencecoupling\(L^p\)-Wasserstein distance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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