Now back in print by the AMS, this is a significantly revised edition of a book originally published in 1987 by Academic Press. This book gives the reader an introduction to the …
VI Bogachev - Russian Mathematical Surveys, 2018 - iopscience.iop.org
This survey gives an account of the state of the art of the theory of Ornstein–Uhlenbeck operators and semigroups. The domains of definition and the spectra of such operators are …
We estimate the total variation and Kantorovich distances between transition probabilities of two diffusions with different diffusion matrices and drifts via a natural quadratic distance …
Principal feature detection via phi-Sobolev inequalities Page 1 Bernoulli 30(4), 2024, 2979–3003 https://doi.org/10.3150/23-BEJ1702 Principal feature detection via φ-Sobolev inequalities …
We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position …
The classical Bakry-Émery calculus is extended to study, for degenerated (non-elliptic, non- reversible, or non-diffusive) Markov processes, questions such as hypoellipticity …
ВИ Богачев - Успехи математических наук, 2018 - mathnet.ru
Этот обзор посвящен современному состоянию теории операторов и полугрупп Орнштейна–Уленбека, в том числе сравнительно недавним достижениям и открытым …
P Monmarché - The Annals of Applied Probability, 2024 - projecteuclid.org
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian …
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady …