Mixing ``In the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. I

DOI10.1007/S11253-010-0395-6MaRDI QIDQ3076540zbMATH OpenOpenAlexWikidataFDO

Authors B. V. Bondarev, S. M. Kozyr

Publication date 22 February 2011

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11253-010-0395-6

zbMATH Keywords

Wiener processItô's stochastic equationtime-homogeneous diffusion equationuniform strong mixing condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• On the rate of convergence of solution of differential equation disturbed by ``physical white noise to a solution of appropriate diffusion equation. Exponential mixing

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