Geodesic
On stochastic averaging and mixing
Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 111-129

Voir la notice de l'article provenant de la source Math-Net.Ru

The text contains a review and new results on stochastic averaging via mixing bounds.
Keywords: Stochastic averaging, mixing bounds, Lyapunov function, hitting time bounds.
Mots-clés : Girsanov transformation 
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     author = {N. Abourashchi and A. Yu. Veretennikov},
     title = {On stochastic averaging and mixing},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {111--129},
     publisher = {mathdoc},
     volume = {16},
     number = {1},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a13/}
}
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N. Abourashchi; A. Yu. Veretennikov. On stochastic averaging and mixing. Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 111-129. http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a13/