Semi log-concave Markov diffusions

DOI10.1007/978-3-319-11970-0_9MaRDI QIDQ4568488zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

convergence to equilibriumcouplingdiffusion processesfunctional inequalitiestransport inequalities

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Abstract: In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $Gamm{a}_2$ curvature of Bakry and Emery in the case of a (reversible) drifted Brownian motion, but differs for more general diffusion processes. Our approach using simple coupling arguments together with classical stochastic tools, allows us to obtain new results, to recover and to extend already known results, giving in many situations explicit (though non optimal) bounds. In particular, we show new results for gradient/semigroup commutation in the log concave case. Some new convergence to equilibrium in the granular media equation is also exhibited.

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