On Poisson equation and diffusion approximation. II.
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Publication:1431482
DOI10.1214/aop/1055425774zbMath1054.60064OpenAlexW4245280614MaRDI QIDQ1431482
Etienne Pardoux, Alexander Yu. Veretennikov
Publication date: 10 June 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aop/1055425774
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Second-order elliptic equations (35J15) Transition functions, generators and resolvents (60J35)
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Cites Work
- On polynomial mixing bounds for stochastic differential equations
- On the smoothness of an invariant measure of a Markov chain with respect to a parameter.
- On the Poisson equation and diffusion approximation. I
- A Liapounov bound for solutions of the Poisson equation
- On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations
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