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math.PR2016
Sticky couplings of multidimensional diffusions with different drifts
Andreas Eberle, Raphael Zimmer
We present a novel approach of coupling two multidimensional and non-degenerate Itô processes and which follow dynamics with different drifts. Our coupling is stick…
math.PR2016
Quantitative Harris type theorems for diffusions and McKean-Vlasov processes
Andreas Eberle, Arnaud Guillin, Raphael Zimmer
We consider -valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contracti…