Display Abstract
Title Long time behaviour of SDE : from coupling to functional inequalities
Name Arnaud Guillin
Country France
Email guillin@math.univ-bpclermont.fr
Co-Author(s) P. Cattiaux, A. Eberle
Submit Time 2014-04-01 04:28:13
Session
Special Session 88: Stochastic processes and spectral theory for partial differential equations and boundary value problems
Contents
We will review here various methods to study long time behaviour of Markov processes (coupling, Lyapunov conditions, functional inequalities) and will illustrate them on the Ornstein-Uhlenbeck pinball, namely an Ornstein Uhlenbeck with reflections on a non convex domain.
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