Exponential ergodicity for stochastic Langevin equation with partial dissipative drift

DOI10.1016/J.AML.2017.11.022MaRDI QIDQ1996375zbMATH OpenOpenAlexWikidataFDO

Authors Longjie Xie

Publication date 4 March 2021

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2017.11.022

zbMATH Keywords

exponential ergodicityLangevin equationKrylov estimate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

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Cited in

(3)

• Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
• Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces
• Exponential convergence of Langevin distributions and their discrete approximations

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