Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 3, pp. 489-504
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The existence and uniqueness of the invariant measure is proved for a stochastic differential equation. The conditions for the drift coefficient are obtained which provide a subexponential rate of convergence to the invariant measure as well as a subexponential rate of convergence of the Kolmogorov mixing coefficients.
Keywords:
stochastic differential equations, invariant measure, mixing coefficients, subexponential rate of convergence.
@article{TVP_2000_45_3_a3,
author = {M. N. Malyshkin},
title = {Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {489--504},
publisher = {mathdoc},
volume = {45},
number = {3},
year = {2000},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a3/}
}
TY - JOUR AU - M. N. Malyshkin TI - Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2000 SP - 489 EP - 504 VL - 45 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a3/ LA - ru ID - TVP_2000_45_3_a3 ER -
%0 Journal Article %A M. N. Malyshkin %T Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations %J Teoriâ veroâtnostej i ee primeneniâ %D 2000 %P 489-504 %V 45 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a3/ %G ru %F TVP_2000_45_3_a3
M. N. Malyshkin. Subexponential estimates of the rate of convergence to the invariant measure for stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 45 (2000) no. 3, pp. 489-504. http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a3/