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The Lévy-Fokker-Planck equation: Phi-entropies and convergence to equilibrium
Journal article   Open access   Peer reviewed

The Lévy-Fokker-Planck equation: Phi-entropies and convergence to equilibrium

Ivan Gentil and Cyril Imbert
Asymptotic Analysis, Vol.59(3-4), pp.125-138
2008

Abstract

Fokker-Planck equation Lévy operator Phi-entropy inequalities entropy production method logarithmic Sobolev inequalities fractional Laplacian MSC 46N20, 47G20, 35K15
In this paper, we study a Fokker-Planck equation of the form u_t = I [u ] + div (x u) where the operator I [u], which is usually the Laplacian, is replaced with a general Lévy operator. We prove by the entropy production method the exponential decay in time of the solution to the only steady state of the associated equation.
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