A LØvy Fokker Planck equation: entropies and convergence to equilibrium

I. Gentil

Description

A LØvy-Fokker-Planck equation: entropies and convergence to equilibrium I. Gentil CEREMADE, Université Paris-Dauphine Banff Work written in collaboration with C. Imbert 1/ 23

• løvy-fokker-planck equation


• fokker-planck equations


• ornstein-uhlenbeck equation


• ∆f ??v


• ∂t p?t


• equation

Sujets

• Équation

Informations

• Publié par: profil-urra-2012
• Nombre de lectures: 7
• Langue: English

Extrait

ALévy-Fokker-Planckequation: entropiesandconvergencetoequilibrium I.Gentil CEREMADE,UniversitéParis-Dauphine fnaBf WorkwrittenincollaborationwithC.Imbert /132

Outline 1 2 3 Introduction Ornstein-UhlenbeckandFokker-Planckequations Toolsfortheasymptoticbehaviour Th T e h L e év L y é -F vy o -F kk o e k r- k P e l r a -P n l c an k c e k qu e a q ti u o a n tion Results Theequilibrium Entropies Convergencetowardstheequilibrium /232