Exponential convergence of fisher entropy for diffusion processes

DOI10.1007/S11859-011-0724-0MaRDI QIDQ2887499zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

diffusion processesexponential convergenceBakry-Emery conditionFisher entropy

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 3894218 (Why is no real title available?)
• scientific article; zbMATH DE number 3252891 (Why is no real title available?)
• Bernstein-type concentration inequalities for symmetric Markov processes
• Information inequalities and concentration of measure
• Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric
• Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition
• The concentration of measure phenomenon
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Transportation inequalities for stochastic differential equations of pure jumps
• Transportation-information inequalities for Markov processes

Cited in

(2)

• A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
• Exponential decay of Rényi divergence under Fokker-Planck equations

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