Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold

Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold

We studied the dynamical behaviors of degenerate stochastic differential equations (SDEs). We selected an auxiliary Fisher information functional as the Lyapunov functional. Using generalized Fisher information, we conducted the Lyapunov exponential convergence analysis of degenerate SDEs. We derive...

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Bibliographic Details
Main Authors: Qi Feng, Wuchen Li
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Entropy
Subjects:
degenerate drift–diffusion process
Lyapunov methods
auxiliary Fisher information
sub-Riemannian density manifold
generalized Bochner’s formula
Online Access:https://www.mdpi.com/1099-4300/25/5/786

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