Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
Work
Year: 2016
Type: article
Abstract: Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we... more
Authors Arnaud Guillin, Pierre Monmarché
Institutions Université Clermont Auvergne, University of Neuchâtel
Cites: 18
Cited by: 12
Related to: 10
FWCI: 1.408
Citation percentile (by year/subfield): 95.22
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: gold
APC paid (est): $675