Exponential convergence in L-p-Wasserstein distance for diffusion processes without uniformly dissipative drift

doi:10.1002/mana.201500351

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	Exponential convergence in L-p-Wasserstein distance for diffusion processes without uniformly dissipative drift
	Luo, Dejun1 ; Wang, Jian 2
	2016-10-01
发表期刊	MATHEMATISCHE NACHRICHTEN
ISSN	0025-584X
卷号	289 期号:14-15 页码:1909-1926
摘要	By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups (P-t)(t >= 0) with respect to the standard L-p-Wasserstein distance for all p is an element of (1, infinity). In particular, we show that for the Ito stochastic differential equation where C := C(K-1, K-2, L, p) is a positive constant. This improves the main result in [14] where the exponential convergence is only proved for the L-1-Wasserstein distance.
关键词	Exponential convergence Lp-Wasserstein distance coupling by reflection diffusion process
DOI	10.1002/mana.201500351
语种	英语
资助项目	Key Laboratory of Random Complex Structures and Data Sciences, Chinese Academy of Sciences[2008DP173182] ; National Natural Science Foundation of China[11571347] ; National Natural Science Foundation of China[11201073] ; National Natural Science Foundation of China[11522106] ; Academy of Mathematics and Systems Science[Y129161ZZ1] ; Natural Science Foundation of Fujian Province[2015J01003] ; Fujian Provincial Key Laboratory of Mathematical Analysis and its Applications (FJKLMAA) ; Program for Nonlinear Analysis and Its Applications[IRTL1206]
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000386185200011
出版者	WILEY-V C H VERLAG GMBH
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/23859
专题	应用数学研究所
通讯作者	Wang, Jian
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China 2.Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
推荐引用方式 GB/T 7714	Luo, Dejun,Wang, Jian. Exponential convergence in L-p-Wasserstein distance for diffusion processes without uniformly dissipative drift[J]. MATHEMATISCHE NACHRICHTEN,2016,289(14-15):1909-1926.
APA	Luo, Dejun,&Wang, Jian.(2016).Exponential convergence in L-p-Wasserstein distance for diffusion processes without uniformly dissipative drift.MATHEMATISCHE NACHRICHTEN,289(14-15),1909-1926.
MLA	Luo, Dejun,et al."Exponential convergence in L-p-Wasserstein distance for diffusion processes without uniformly dissipative drift".MATHEMATISCHE NACHRICHTEN 289.14-15(2016):1909-1926.