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

DOI10.1070/IM1989V033N02ABEH000824MaRDI QIDQ3833360zbMATH OpenOpenAlexFDO

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

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)

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