A Lévy Fokker Planck equation: entropies and convergence to equilibrium

I. Gentil

Description

A Lévy-Fokker-Planck equation: entropies and convergence to equilibrium I. Gentil CEREMADE, Université Paris-Dauphine International Conference on stochastic Analysis and Applications Hammamet, Tunisia, November 5-10, 2007 Work written in collaboration with C. Imbert from Paris-Dauphine 1/ 22

• fokker-planck equations


• ornstein-uhlenbeck equation


• ∆f ??v


• consider l?


• lévy-fokker-planck equation


• ∂t p?t


• equation

Sujets

• Équation

Informations

• Publié par: profil-urra-2012
• Nombre de lectures: 8
• Langue: English

Extrait

ALévy-Fokker-Planckequation: entropiesandconvergencetoequilibrium I.Gentil CEREMADE,UniversitéParis-Dauphine InternationalConferenceonstochasticAnalysisand Applications Hammamet,Tunisia,November5-10,2007 WorkwrittenincollaborationwithC.ImbertfromParis-Dauphine 1/22

Outline 1 2 3 4 Introduction Ornstein-UhlenbeckandFokker-Planckequations Toolsfortheasymptoticbehaviour The Th L e év L y é - v F y o - k F k o e k r k - e P r l - a P n l c a k nc e k qu e a q t u io at n ion Results Theequilibrium Results Entropies Convergencetowardstheequilibrium 2/22