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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 3, Pages 489–504
DOI: https://doi.org/10.4213/tvp481 (Mi tvp481) 		 
This article is cited in 17 scientific papers (total in 17 papers)

Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations

M. N. Malyshkin

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (568 kB) Citations (17)
DOI: https://doi.org/10.4213/tvp481
Abstract: The existence and uniqueness of the invariant measure is proved for a stochastic differential equation. The conditions for the drift coefficient are obtained which provide a subexponential rate of convergence to the invariant measure as well as a subexponential rate of convergence of the Kolmogorov mixing coefficients.
Keywords: stochastic differential equations, invariant measure, mixing coefficients, subexponential rate of convergence.
Received: 07.04.1999
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 3, Pages 466–479
DOI: https://doi.org/10.1137/S0040585X97978403
Bibliographic databases:
Language: Russian
Citation: M. N. Malyshkin, “Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations”, Teor. Veroyatnost. i Primenen., 45:3 (2000), 489–504; Theory Probab. Appl., 45:3 (2001), 466–479
Citation in format AMSBIB
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\paper Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations
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\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 3
\pages 466--479
\crossref{https://doi.org/10.1137/S0040585X97978403}
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  • https://doi.org/10.4213/tvp481
  • https://www.mathnet.ru/eng/tvp/v45/i3/p489
    • This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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