Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients
Probability
2020-11-23 v5
Abstract
We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an exponential explicit rate as soon as the dissipative coefficient is large enough. A similar result in is obtained.
Cite
@article{arxiv.2003.02614,
title = {Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients},
author = {Olga Aryasova and Andrey Pilipenko and Sylvie Roelly},
journal= {arXiv preprint arXiv:2003.02614},
year = {2020}
}
Comments
19 pages, 2 figures