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 |
本文献已被 CNKI SpringerLink 等数据库收录! |
|