|
This article is cited in 9 scientific papers (total in 9 papers)
Short Communications
On polynomial mixing for SDEs with a gradient-type drift
A. Yu. Veretennikov A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Abstract:
Convergence rate to an invariant distribution and rate of mixing is estimated for a class of stochastic differential equations with nonregular coefficients.
Keywords:
stochastic differential equation, mixing, gradient-type drift, Harnack inequality.
Received: 20.11.1997
Citation:
A. Yu. Veretennikov, “On polynomial mixing for SDEs with a gradient-type drift”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 163–166; Theory Probab. Appl., 45:1 (2001), 160–164
Linking options:
https://www.mathnet.ru/eng/tvp329https://doi.org/10.4213/tvp329 https://www.mathnet.ru/eng/tvp/v45/i1/p163
|
Statistics & downloads: |
Abstract page: | 346 | Full-text PDF : | 182 | First page: | 14 |
|