Exponential ergodicity for stochastic Langevin equation with partial dissipative drift

DOI10.1016/J.AML.2017.11.022zbMATH Open1459.60133OpenAlexW2774723486WikidataQ115597970 ScholiaQ115597970MaRDI QIDQ1996375FDOQ1996375

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)

Cites Work

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Cited In (3)

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

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