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Teoriya Veroyatnostei i ee Primeneniya, 1999, Volume 44, Issue 2, Pages 312–327
DOI: https://doi.org/10.4213/tvp766 (Mi tvp766) 		 
This article is cited in 73 scientific papers (total in 73 papers)

On polynomial mixing and convergence rate for stochastic difference and differential equations

A. Yu. Veretennikov

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Full-text PDF (820 kB) Citations (73)
DOI: https://doi.org/10.4213/tvp766
Abstract: Polynomial bounds for $\beta$-mixing and for the rate of convergence to the invariant measure are established for discrete time Markov processes and solutions of stochastic differential equations under weak stability assumptions.
Keywords: mixing, recurrence, Markov process, stochastic differential equations, polynomial convergence.
Received: 06.02.1998
Revised: 15.03.1999
English version:
Theory of Probability and its Applications, 2000, Volume 44, Issue 2, Pages 361–374
DOI: https://doi.org/10.1137/S0040585X97977550
Bibliographic databases:
Language: Russian
Citation: A. Yu. Veretennikov, “On polynomial mixing and convergence rate for stochastic difference and differential equations”, Teor. Veroyatnost. i Primenen., 44:2 (1999), 312–327; Theory Probab. Appl., 44:2 (2000), 361–374
Citation in format AMSBIB
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\jour Theory Probab. Appl.
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\pages 361--374
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  • https://doi.org/10.4213/tvp766
  • https://www.mathnet.ru/eng/tvp/v44/i2/p312
    • This publication is cited in the following 73 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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