scientific article; zbMATH DE number 4192806

MaRDI QIDQ3210657zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 1990

zbMATH Keywords

law of large numbersconditions of Hörmander typemixing rate for stochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical computation of solutions to systems of equations (65H10) Rate of convergence, degree of approximation (41A25) Ergodic theory (37A99)

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(5)

• scientific article; zbMATH DE number 4024435 (Why is no real title available?)
• ON RATE OF MIXING AND THE AVERAGING PRINCIPLE FOR HYPOELLIPTIC STOCHASTIC DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 4086676 (Why is no real title available?)
• 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. II
• Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data

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