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- W4288091844 abstract "We study the dynamical behavior of degenerate stochastic differential equations (SDEs). We select an auxiliary-Fisher information functional as the Lyapunov functional. We conduct the Lyapunov exponential convergence analysis of degenerate SDEs in terms of generalized Fisher information and $L^1$ distances. We derive the convergence rate by the induced generalized Gamma $z$ calculus. Examples of explicit rates are provided, including one-dimensional degenerate SDEs, gradient-drift diffusions in the Heisenberg group, displacement group, and Martinet sub-Riemannian structure. The Lyapunov analysis is constructed from a second-order calculus of Kullback-Leibler divergence in density space with a sub-Riemannian optimal transport type metric." @default.
- W4288091844 created "2022-07-28" @default.
- W4288091844 creator A5043410025 @default.
- W4288091844 creator A5046693977 @default.
- W4288091844 date "2019-10-16" @default.
- W4288091844 modified "2023-09-23" @default.
- W4288091844 title "Entropy dissipation for degenerate stochastic differential equations via sub-Riemannian density manifold" @default.
- W4288091844 doi "https://doi.org/10.48550/arxiv.1910.07480" @default.
- W4288091844 hasPublicationYear "2019" @default.
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