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Mathematics of the USSR-Izvestiya, 1989, Volume 33, Issue 2, Pages 221–231
DOI: https://doi.org/10.1070/IM1989v033n02ABEH000824 (Mi im1210) 		 
This article is cited in 7 scientific papers (total in 7 papers)

On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations

A. Yu. Veretennikov
English version PDF (528 kB) Citations (7)
References:
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DOI: https://doi.org/10.1070/IM1989v033n02ABEH000824
Abstract: Exponential estimates are obtained for the strong mixing coefficient and the coefficient of complete regularity for diffusion processes with degenerate diffusion that are stable in a certain sense. An averaging principle for Itô stochastic equations is obtained with the help of these estimates.
Bibliography: 15 titles.
Received: 22.07.1986
Russian version:
Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya, 1988, Volume 52, Issue 5, Pages 899–908
Bibliographic databases:
UDC: 519.2
MSC: Primary 60H15, 35H05, 60J60; Secondary 47A35
Language: English
Original paper language: Russian
Citation: A. Yu. Veretennikov, “On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations”, Izv. Akad. Nauk SSSR Ser. Mat., 52:5 (1988), 899–908; Math. USSR-Izv., 33:2 (1989), 221–231
Citation in format AMSBIB
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\by A.~Yu.~Veretennikov
\paper On~rate of mixing and the averaging principle for hypoelliptic stochastic differential equations
\jour Izv. Akad. Nauk SSSR Ser. Mat.
\yr 1988
\vol 52
\issue 5
\pages 899--908
\mathnet{http://mi.mathnet.ru/im1210}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=972088}
\zmath{https://zbmath.org/?q=an:0677.60057|0664.60060}
\transl
\jour Math. USSR-Izv.
\yr 1989
\vol 33
\issue 2
\pages 221--231
\crossref{https://doi.org/10.1070/IM1989v033n02ABEH000824}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
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    References:51
    First page:1
     
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