Exponential convergence in the Wasserstein metric W₁ for one dimensional diffusions
Cheng, Lingyan · Li, Ruinan · Wu, Liming
Original · EN
In this paper, we find some general and efficient sufficient conditions for the exponential convergence W₁,d(Pₜ(x,·), Pₜ(y,·))≤ Ke⁻δᵗd(x,y) for the semigroup (Pₜ) of one-dimensional diffusion. Moreover some sharp estimates of the involved constants K≥ 1, δ>0 are provided. Those general results are illustrated by a series of examples.
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