Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges

• 成果类型: Article
• 署名作者: Conforti, Giovanni; Von Renesse, Max
• 署名单位: Institut Polytechnique de Paris; Ecole Polytechnique; ENSTA Paris; Leipzig University
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-017-0814-9
• 发表日期: 2018
• 页码: 493-524
• 关键词: differential-equations; reciprocal processes; diffusion; calculus; FORMULA; spdes

摘要

In this paper we establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient estimates for bridge semigroups and couplings, comparison principles, bounds of the distance between bridges of different Langevin dynamics, and a logarithmic Sobolev inequality for bridge measures. The existence of an invariant measure for the bridges is also discussed and quantitative bounds for the convergence to the invariant measure are proven. All results are based on a seemingly new expression of the drift of a bridge in terms of the reciprocal characteristic, which, roughly speaking, quantifies the mean acceleration of a bridge.