Reference : Algebraic Convergence Rate for Reflecting Diffusion Processes on Manifolds with Boundary
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/22990
Algebraic Convergence Rate for Reflecting Diffusion Processes on Manifolds with Boundary
English
Cheng, Li Juan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
Wang, Yingzhe [> >]
Jan-2016
Potential Analysis
Springer
44
1
91-107
Yes (verified by ORBilu)
International
0926-2601
1572-929X
Amsterdam
The Netherlands
[en] Algebraic convergence ; Lyapunov condition ; Lipschitz norm
[en] A criteria for the algebraic convergence rate of diffusion semigroups on manifolds with respect to some Lipschitz norms in L2-sense is presented by using a Lyapunov condition. As application, we apply it to some diffusion processes with heavy tailed invariant distributions. This result is further extended to the reflecting diffusion processes on manifolds with non-convex boundary by using a conformal change of the metric.
Fonds National de la Recherche Luxembourg
http://hdl.handle.net/10993/22990
10.1007/s11118-015-9500-7

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