Exponential convergence in Lp-Wasserstein distance for diffusion processes without uniformly dissipative drift
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Publication:2830673
DOI10.1002/mana.201500351zbMath1350.60079arXiv1407.1986OpenAlexW2963730516MaRDI QIDQ2830673
Publication date: 28 October 2016
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.1986
reflectionstochastic differential equationsdiffusion processesexponential convergencecoupling\(L^p\)-Wasserstein distance
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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