Reflection coupling and Wasserstein contractivity without convexity
For a class of diffusions with constant diffusion coefficients, it is shown that the Wasserstein distance defined in terms of a suitable concave distance measure between the diffusion with two different initial conditions decays at least as fast as a certain exponential. The proof uses ``coupling by reflection''. Examples illustrate that the bound is sharp.
scientific article; zbMATH DE number 5966335