Cahiers du CEREMADE

Unité Mixte de Recherche du C.N.R.S. N°7534
 
Abstract : In this paper, we study a Fokker-Planck equation of the form $u_t= mathcal I [u] + m{div}(x u)$ where the operator $mathcal I$, which is usually the Laplacian, is replaced here with a general Levy operator. We prove by the entropy production method the exponential decay in time of the solution to the only steady state of the associated stationnary equation.
 
 
The Levy-Fokker-Planck equation: Phi-entropies and convergence to equilibrium
GENTIL Ivan, IMBERT Cyril
2006-53
14-11-2006
 
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