• Corpus ID: 231740570

Hypoelliptic entropy dissipation for stochastic differential equations

  title={Hypoelliptic entropy dissipation for stochastic differential equations},
  author={Qi Feng and Wuchen Li},
We study convergence behaviors of degenerate and non-reversible stochastic differential equations. Our method follows a Lyapunov method in probability density space, in which the Lyapunov functional is chosen as a weighted relative Fisher information functional. We construct a weighted Fisher information induced Gamma calculus method with a structure condition. Under this condition, an explicit algebraic tensor is derived to guarantee the convergence rate for the probability density function… 

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