Geometric ergodicity of discrete-time approximations to multivariate diffusions
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Publication:1431539
DOI10.3150/bj/1066223276zbMath1044.60067MaRDI QIDQ1431539
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1066223276
Markov chains; stochastic differential equations; geometric ergodicity; Langevin diffusions; geometric drift
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J60: Diffusion processes
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