On coupling of diffusion processes

DOI10.2307/3213722zbMATH Open0511.60072OpenAlexW2333618760MaRDI QIDQ4748937FDOQ4748937

Authors: Torgny Lindvall 

Publication date: 1983

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213722

zbMATH Keywords

first hitting timecouplingsergodic theoremconvergence speed results

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

Cited In (4)

• Coupling and ergodic theorems for Fleming-Viot processes
• On the speed of convergence of multidimensional diffusions to equilibrium
• Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions
• Nonlinearity and temporal dependence

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