Reflection couplings and contraction rates for diffusions

DOI10.1007/s00440-015-0673-1zbMath1367.60099arXiv1305.1233OpenAlexW3098512007WikidataQ125908273 ScholiaQ125908273MaRDI QIDQ343793

Andreas Eberle

Publication date: 29 November 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.1233

zbMATH Keywords

stationarity diffusion processes Wasserstein distances concave distance functions reflection couplings

Mathematics Subject Classification ID

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

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