Exponential convergence of fisher entropy for diffusion processes
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Publication:2887499
DOI10.1007/S11859-011-0724-0zbMATH Open1249.60174OpenAlexW2146354755MaRDI QIDQ2887499FDOQ2887499
Authors: Wei Liu 
Publication date: 1 June 2012
Published in: Wuhan University Journal of Natural Sciences (WUJNS) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11859-011-0724-0
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Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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- The concentration of measure phenomenon
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- Transportation-information inequalities for Markov processes
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation inequalities for stochastic differential equations of pure jumps
- Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric
- Information inequalities and concentration of measure
- Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition
- Bernstein-type concentration inequalities for symmetric Markov processes
Cited In (2)
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