A LØvy Fokker Planck equation: entropies and convergence to equilibrium

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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


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ALévy-Fokker-Planckequation:entropiesandconvergencetoequilibriumI.GentilCEREMADE,UniversitéParis-DauphinefnaBfWorkwrittenincollaborationwithC.Imbert/132
Outline123IntroductionOrnstein-UhlenbeckandFokker-PlanckequationsToolsfortheasymptoticbehaviourThTehLeévLyé-Fvyo-Fkkoekr-kPelra-PnlcankcekqueaqtiuoantionResultsTheequilibriumEntropiesConvergencetowardstheequilibrium/232