Wasserstein decay of one dimensional jump-diffusions

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet. Using a Feynman-Kac semigroup, we prove a bound in Wasserstein metric. This bound is explicit and optimal in the sense of Wasserstein curvature. This notion of curvature is relatively close to the notion of (coarse) Ricci curvature or spectral gap. Several consequences and examples are developed, including an $L^2$ spectral for general Markov processes, explicit formulas for the integrals of compound Poisson processes with respect to a Brownian motion, quantitative bounds for Kolmogorov-Langevin processes and some total variation bounds for piecewise deterministic Markov processes.

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Source https://hal.science/hal-00666720
Author Cloez, Bertrand
Maintainer CCSD
Last Updated October 31, 2026, 05:25 (UTC)
Created October 31, 2026, 05:25 (UTC)
Identifier hal-00666720
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA) ; Université Paris-Est Marne-la-Vallée (UPEM)-Fédération de Recherche Bézout (BEZOUT) ; Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université Paris-Est Créteil Val-de-Marne - Paris 12 (UPEC UP12)-Centre National de la Recherche Scientifique (CNRS)
creator Cloez, Bertrand
date 2012-02-06T00:00:00
harvest_object_id c89ac9e6-26bf-4063-98f0-73716728c4f4
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-04-02T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1202.1259
set_spec type:UNDEFINED