English

Long-time $L^p$ Wasserstein contraction for diffusion processes without global dissipativity

Probability 2026-04-06 v2

Abstract

The fact that a Markov diffusion semi-group on Rd\mathbb R^d contracts the LpL^p Wasserstein distance, which has been extensively used to establish uniform-in-time stability estimates (e.g. with respect to numerical discretization errors), is a well-studied question in the case where the distances are in fact deterministically contracted by the drift (global dissipativity condition) or in the case p=1p=1 (with reflection couplings). This work focuses on the non-globally dissipative case with p>1p>1. This situation was previously considered in \cite{MonmarcheBruit}, but only for elliptic processes, and with a restriction on the diffusivity coefficient (which had to be large enough). Here, we extend this analysis to non-elliptic processes and provide sharper conditions to get contractions along synchronous coupling, including negative results, lower bounds and a characterization (at least in dimension 1) in terms of the maximal eigenvalue of a Feynman-Kac operator.

Keywords

Cite

@article{arxiv.2603.00773,
  title  = {Long-time $L^p$ Wasserstein contraction for diffusion processes without global dissipativity},
  author = {Pierre Monmarché},
  journal= {arXiv preprint arXiv:2603.00773},
  year   = {2026}
}
R2 v1 2026-07-01T10:57:25.861Z