On exponential rate of mixing for solutions of stochastic differential equations

zbMATH Open1097.60047MaRDI QIDQ5487526FDOQ5487526

Authors: B. V. Bondarev, A. V. Logachov 

Publication date: 19 September 2006

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zbMATH Keywords

weak solution

Mathematics Subject Classification ID

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

Cited In (10)

• Exponential speed of mixing for skew-products with singularities
• Title not available (Why is that?)
• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
• Exponential mixing for SPDEs driven by highly degenerate Lévy noises
• Exponential mixing for skew products with discontinuities
• Subexponential Estimates of the Rate of Convergence to the Invariant Measure for Stochastic Differential Equations
• Title not available (Why is that?)
• Mixing ``in the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II
• On exponential bounds for mixing and the rate of convergence for Student processes
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