Almost sure contraction for diffusions on \(\mathbb{R}^d\). Application to generalized Langevin diffusions
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Publication:6157005
DOI10.1016/j.spa.2023.04.006zbMath1523.60131arXiv2009.10828MaRDI QIDQ6157005
Publication date: 19 June 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.10828
Related Items (2)
Optimal friction matrix for underdamped Langevin sampling ⋮ Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity
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