Conditions for long-time L^p Wasserstein contraction are derived for non-globally dissipative diffusions, extending to non-elliptic processes with a one-dimensional characterization via the maximal eigenvalue of a Feynman-Kac operator.
Stochastic modeling of stationary scalar gaussian processes in continuous time from autocorrelation data.Advances in Computational Mathematics, 50(4):60, 2024
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Long-time $L^p$ Wasserstein contraction for diffusion processes without global dissipativity
Conditions for long-time L^p Wasserstein contraction are derived for non-globally dissipative diffusions, extending to non-elliptic processes with a one-dimensional characterization via the maximal eigenvalue of a Feynman-Kac operator.