Yet again on polynomial convergence for SDEs with a gradient-type drift

TL;DR

This paper establishes bounds on the rate at which certain gradient-driven stochastic differential equations converge to their invariant distributions, enhancing understanding of their long-term behavior.

Contribution

It provides new bounds on convergence rates for a class of SDEs with gradient-type drifts, advancing theoretical understanding.

Findings

Derived explicit convergence bounds

Applicable to a broad class of gradient SDEs

Improves existing convergence rate estimates

Abstract

Bounds on convergence rate to the invariant distribution for a class of stochastic differential equations (SDEs) with a gradient-type drift are obtained.