Algebraic Convergence Rate for Reflecting Diffusion Processes on Manifolds with Boundary |
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Authors: | Li-Juan Cheng Ying-Zhe Wang |
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Institution: | 1.Department of Applied Mathematics,Zhejiang University of Technology,Hangzhou,China;2.School of Mathematical Sciences,Beijing Normal University,Beijing,China |
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Abstract: | A criteria for the algebraic convergence rate of diffusion semigroups on manifolds with respect to some Lipschitz norms in L 2-sense is presented by using a Lyapunov condition. As application, we apply it to some diffusion processes with heavy tailed invariant distributions. This result is further extended to the reflecting diffusion processes on manifolds with non-convex boundary by using a conformal change of the metric. |
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