Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (Q727855)
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English | Optimal linear drift for the speed of convergence of an hypoelliptic diffusion |
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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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