Semi Log-Concave Markov Diffusions
From MaRDI portal
Publication:4568488
DOI10.1007/978-3-319-11970-0_9zbMath1390.60286arXiv1303.6884OpenAlexW1488614592MaRDI QIDQ4568488
Patrick Cattiaux, Arnaud Guillin
Publication date: 21 June 2018
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.6884
Nonlinear parabolic equations (35K55) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items
\(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes, Hypocoercivity with Schur complements, A note on transportation cost inequalities for diffusions with reflections, Reflection couplings and contraction rates for diffusions, Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes, Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds, Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems, Exact renormalization groups and transportation of measures, A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration, Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions, Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity, A transportation inequality for reflected SPDEs on infinite spatial domain, On the Poincaré Constant of Log-Concave Measures, Generalized \(\Gamma\) calculus and application to interacting particles on a graph, Log-concavity and strong log-concavity: a review, Dimension-free Wasserstein contraction of nonlinear filters, Concentration inequalities for additive functionals: a martingale approach, Transportation cost-information inequality for stochastic wave equation, Talagrand concentration inequalities for stochastic heat-type equations under uniform distance, Measuring sample quality with diffusions, Averaging principle for stochastic differential equations in the random periodic regime, Talagrand concentration inequalities for stochastic partial differential equations, Quadratic transportation inequalities for SDEs with measurable drift, Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise, A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations
- Representation formula for the entropy and functional inequalities
- Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality
- Isoperimetry for spherically symmetric log-concave probability measures
- Reflection coupling and Wasserstein contractivity without convexity
- Hypercontractivity for perturbed diffusion semigroups
- On quadratic transportation cost inequalities
- A simple proof of the Poincaré inequality for a large class of probability measures
- Coupling of multidimensional diffusions by reflection
- Minimization of the Kullback information of diffusion processes
- Entropy jumps in the presence of a spectral gap
- A pathwise approach of some classical inequalities
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Isoperimetric and analytic inequalities for log-concave probability measures
- Hypercontractivity of Hamilton-Jacobi equations.
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Logarithmic Sobolev inequalities for some nonlinear PDE's.
- Poincaré inequalities and hitting times
- Uniform convergence to equilibrium for granular media
- Diffusion equations and geometric inequalities
- Transportation-information inequalities for Markov processes
- Probabilistic approach for granular media equations in the non-uniformly convex case
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Weak logarithmic Sobolev inequalities and entropic convergence
- On the first passage time distribution of an Ornstein–Uhlenbeck process
- Transport inequalities, gradient estimates, entropy and Ricci curvature
- On Harnack inequalities and optimal transportation
- LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
- Hypocoercivity
- Analysis and Geometry of Markov Diffusion Operators
- Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
- Logarithmic Sobolev inequalities for inhomogeneous Markov Semigroups
- Transport Inequalities. A Survey
- Optimal Transport
- On diffusion semigroups preserving the log-concavity
- Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups