On stochastic averaging and mixing

N. Abourashchi ; A. Yu. Veretennikov

Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 111-129.

Résumé

The text contains a review and new results on stochastic averaging via mixing bounds.

Détail

Keywords: Stochastic averaging, mixing bounds, Lyapunov function, hitting time bounds.
Mots-clés : Girsanov transformation

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