scientific article; zbMATH DE number 1060038

MaRDI QIDQ4354029zbMATH OpenFDO

Authors

Publication date 20 December 1998

zbMATH Keywords

sensitivitysimulationWasserstein distancestochastic dominancecouplingergodic coefficient

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Probabilistic methods, stochastic differential equations (65Cxx)

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(9)

• scientific article; zbMATH DE number 1078384 (Why is no real title available?)
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• Generalized couplings and ergodic rates for SPDEs and other Markov models
• On asymptotics for Vaserstein coupling of Markov chains
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• Sufficient conditions for ergodic sensitivity
• Coupling methods and exponential ergodicity for two‐factor affine processes

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