scientific article; zbMATH DE number 4121150

MaRDI QIDQ4734576zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 1987

zbMATH Keywords

averaging principle for diffusionsBismut formulaergodicityMalliavin calculusmixing property of diffusionssmoothness of the transition density

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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