A note on the ${\mathcal{W}}_2$-convergence rate of the empirical measure of an ergodic ${\mathbb{R}}^d$-valued diffusion

Jean-Francois Chassagneux, Gilles Pagès

In this note, we consider a Stochastic Differential Equation under a strong confluence and Lipschitz continuity assumption of the coefficients. For the unique stationary solution,…