Subexponential Estimates of the Rate of Convergence to the Invariant Measure for Stochastic Differential Equations

DOI10.1137/S0040585X97978403zbMath0994.60062OpenAlexW2012505411MaRDI QIDQ4328492

M. N. Malyshkin

Publication date: 25 April 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97978403

zbMATH Keywords

stochastic differential equationsinvariant measuremixing coefficientssubexponential rate of convergence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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