Exponential convergence for functional SDEs with Holder continuous drift

被引：1

作者：

Huang, Xing ^{[1
]}

机构：

[1] Tianjin Univ, Ctr Appl Math, Tianjin, Peoples R China

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2019年 / 37卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Functional SDEs; Zvonkin's transform; Holder continuity; exponential convergence; Wasserstein distance; STOCHASTIC DIFFERENTIAL-EQUATIONS; SOBOLEV DIFFUSION; SINGULAR DRIFT; ERGODICITY; HYPERCONTRACTIVITY;

D O I：

10.1080/07362994.2019.1631180

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Applying Zvonkin's transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with Holder continuous drift is obtained. This combining with log-Harnack inequality implies the same convergence in the sense of entropy, which also yields the convergence in total variation norm by Pinsker's inequality.

引用

页码：977 / 990

页数：14

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