Exponential convergence of fisher entropy for diffusion processes

DOI10.1007/s11859-011-0724-0zbMath1249.60174OpenAlexW2146354755MaRDI QIDQ2887499

Wei Liu

Publication date: 1 June 2012

Published in: Wuhan University Journal of Natural Sciences (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

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

Cites Work

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• Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition
• Transportation inequalities for stochastic differential equations of pure jumps
• Information inequalities and concentration of measure
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Transportation-information inequalities for Markov processes
• Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric
• Bernstein-type Concentration Inequalities for Symmetric Markov Processes

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