On polynomial mixing for SDEs with a gradient-type drift
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 1, pp. 163-166
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Convergence rate to an invariant distribution and rate of mixing is estimated for a class of stochastic differential equations with nonregular coefficients.
Keywords:
stochastic differential equation, mixing, gradient-type drift, Harnack inequality.
@article{TVP_2000_45_1_a7,
author = {A. Yu. Veretennikov},
title = {On polynomial mixing for {SDEs} with a gradient-type drift},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {163--166},
year = {2000},
volume = {45},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_1_a7/}
}
A. Yu. Veretennikov. On polynomial mixing for SDEs with a gradient-type drift. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 1, pp. 163-166. http://geodesic.mathdoc.fr/item/TVP_2000_45_1_a7/