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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
scientific article

    Statements

    Optimal linear drift for the speed of convergence of an hypoelliptic diffusion (English)
    0 references
    0 references
    0 references
    21 December 2016
    0 references
    hypoelliptic diffusion
    0 references
    Ornstein-Uhlenbeck process
    0 references
    optimal linear dirft
    0 references
    hypocoercivity
    0 references
    Brownian motion
    0 references
    irreversibility
    0 references
    optimal sampling
    0 references
    asymptotic convergence rate
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references