Exponential convergence for functional SDEs with Holder continuous drift
Exponential convergence for functional SDEs with Holder continuous drift
复制标题
具有 Holder 连续漂移的函数 SDE 的指数收敛
DOI：
10.1080/07362994.2019.1631180
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发表时间：
2019
影响因子：
1.3
通讯作者：
Huang Xing
中科院分区：
文献类型：
--
作者：
Huang Xing
利用Zvonkin变换，得到了一类具有Hölder连续漂移的泛函微分方程在Wasserstein距离上的指数收敛性.这与log-Harnack不等式的结合意味着相同的熵意义下的收敛性，这也产生了Pinsker不等式的全变差模收敛。
Applying Zvonkin’s transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with Hölder continuous drift is obtained. This combining with log-Harnack inequality implies the same convergence in the sense of entropy, which also yields the convergence in total variation norm by Pinsker’s inequality.