Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
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Publication:1685680
DOI10.1007/s40072-017-0091-8zbMath1386.60209arXiv1605.07863OpenAlexW2404794604MaRDI QIDQ1685680
Publication date: 19 December 2017
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.07863
stochastic differential equationsLangevin equationgeometric ergodicityWasserstein distancesreflection couplingKantorovich contraction
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
Related Items (8)
Continuum limit and preconditioned Langevin sampling of the path integral molecular dynamics ⋮ Quantitative contraction rates for Markov chains on general state spaces ⋮ Coupling and convergence for Hamiltonian Monte Carlo ⋮ Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes ⋮ Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling ⋮ Sticky couplings of multidimensional diffusions with different drifts ⋮ Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions ⋮ Couplings and quantitative contraction rates for Langevin dynamics
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