Geodesic
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. 
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/
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     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},
     year = {2000},
     volume = {45},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2000_45_3_a3/}
}
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