Exponential convergence in the Wasserstein metric $W_1$ for one dimensional diffusions

Abstract

In this paper, we find some general and efficient sufficient conditions for the exponential convergence $W_{1,d}(P_t(x,\cdot ),P_t(y,\cdot ))\le K{e}^{-\delta t}d(x,y)$ for the semigroup $(P_t)$ of one-dimensional diffusion. Moreover some sharp estimates of the involved constants $K\ge 1,\delta >0$ are provided. Those general results are illustrated by a series of examples.

18 pages