Couplings, Gradient Estimates and Logarithmic Sobolev Inequality for Langevin Bridges

  • Max von Renesse (Universität Leipzig)
E1 05 (Leibniz-Saal)


with Giovanni Conforti

We establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient estimates for bridge semigroups and couplings, comparison principles, bounds of the distance between bridges of different Langevin dynamics, and a Logarithmic Sobolev inequality for bridge measures.

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften