Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
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Publication:2157329
DOI10.1016/j.spa.2022.06.011zbMath1493.60110arXiv2109.00694OpenAlexW3196837474MaRDI QIDQ2157329
Lu-Jing Huang, Mateusz B. Majka, Jian Wang
Publication date: 27 July 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.00694
total variationMarkov chainWasserstein distancecoupling by reflectionrefined basic couplingstrict Kantorovich contractivity
Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40) Numerical solutions to stochastic differential and integral equations (65C30)
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