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Exponential Ergodicity in Relative Entropy for Multiplicative SDEs under Partially Dissipative Conditions

发布时间:2025-04-18阅读次数:39

In this paper, the exponential ergodicity in relative entropy is derived for non-degenerate SDEs with multiplicative noise under partially dissipative condition. Instead of the important tool of the log-Sobolev inequality, we adopt the hypercontractivity of the associated semigroup so that we do not require the famous Bakry-Emery curvature lower bound condition. The result greatly improves the ones in the additive noise case.

海报1.pdf