Almost sure contraction for diffusions on <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si4.svg"><mml:msup><mml:mrow><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math>. Application to generalized Langevin diffusions
Pierre Monmarché
Topics & Concepts
MathematicsHessian matrixErgodic theoryCombinatoricsContraction (grammar)Constant (computer programming)DiffusionDiffusion processMartingale (probability theory)Mathematical analysisDiscrete mathematicsApplied mathematicsThermodynamicsPhysicsInnovation diffusionMedicineKnowledge managementProgramming languageComputer scienceInternal medicineMarkov Chains and Monte Carlo MethodsTheoretical and Computational PhysicsStochastic processes and statistical mechanics