Geodesic
On polynomial mixing and convergence rate for stochastic difference and differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 2, pp. 312-327

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

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
Mots-clés : polynomial convergence. 
@article{TVP_1999_44_2_a3,
     author = {A. Yu. Veretennikov},
     title = {On polynomial mixing and convergence rate for stochastic difference and differential equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {312--327},
     publisher = {mathdoc},
     volume = {44},
     number = {2},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a3/}
}
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A. Yu. Veretennikov. On polynomial mixing and convergence rate for stochastic difference and differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 2, pp. 312-327. http://geodesic.mathdoc.fr/item/TVP_1999_44_2_a3/