Article (Scientific journals)
Algebraic Convergence Rate for Reflecting Diffusion Processes on Manifolds with Boundary
Cheng, Li Juan; Wang, Yingzhe
2016In Potential Analysis, 44 (1), p. 91-107
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Keywords :
Algebraic convergence; Lyapunov condition; Lipschitz norm
Abstract :
[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.
Disciplines :
Mathematics
Author, co-author :
Cheng, Li Juan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Wang, Yingzhe
External co-authors :
yes
Language :
English
Title :
Algebraic Convergence Rate for Reflecting Diffusion Processes on Manifolds with Boundary
Publication date :
January 2016
Journal title :
Potential Analysis
ISSN :
1572-929X
Publisher :
Springer, Amsterdam, Netherlands
Volume :
44
Issue :
1
Pages :
91-107
Peer reviewed :
Peer Reviewed verified by ORBi
Name of the research project :
O14/7628746 GEOMREV
Funders :
Fonds National de la Recherche Luxembourg
Available on ORBilu :
since 15 December 2015

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