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Exponential convergence of fisher entropy for diffusion processes
Authors:Wei Liu
Institution:LIU Wei School of Mathematics and Statistics,Wuhan University,Wuhan 430072,Hubei,China
Abstract:In this paper, we introduce the definition of Γ-Fisher entropy. For the stochastic differential equation in R d and the unique invariant probability measure μ, we obtain the exponential convergence of Γ-Fisher entropy with respect to μ under some condition about Γ and the drift b. Moreover, we revisit the exponential convergence of the usual Fisher entropy under the Bakry-Emery condition.
Keywords:Fisher entropy  diffusion processes  exponential convergence  
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