ON RATE OF MIXING AND THE AVERAGING PRINCIPLE FOR HYPOELLIPTIC STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1070/IM1989V033N02ABEH000824zbMATH Open0677.60057OpenAlexW2143083833MaRDI QIDQ3833360FDOQ3833360

Authors: A. Yu. Veretennikov 

Publication date: 1989

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im1989v033n02abeh000824

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zbMATH Keywords

Malliavin calculusaveraging principlecoupling methodexplicit estimates of the mixing ratestochastic differential equations under Hoermander type conditions

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cited In (4)

• Controllability implies mixing. I: Convergence in the total variation metric
• Title not available (Why is that?)
• A random dynamical systems perspective on stochastic resonance
• Balanced model reduction of partially observed Langevin equations: an averaging principle

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