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

DOI10.1007/S11253-011-0508-XzbMATH Open1236.60050OpenAlexW4229756185WikidataQ112879600 ScholiaQ112879600MaRDI QIDQ765384FDOQ765384

Authors: B. V. Bondarev, S. M. Kozyr 

Publication date: 19 March 2012

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-011-0508-x

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zbMATH Keywords

Wiener processstrong mixing[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD%27s+stochastic+equation&go=Go It��'s stochastic equation]time homogeneous diffusion ewuation

Mathematics Subject Classification ID

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

Cites Work

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• Estimates for the Rate of Convergence in Ordinary Differential Equations under the Action of Random Processes with Fast Time
• 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. I
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• On estimate of the rate of convergence of solution to ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito's equation. I.
• The invariance principle for stationary processes. Estimate of the rate of convergence

Cited In (5)

• An estimate of the rate of convergence of integrals of a family of physical white noises to a family of Wiener processes. The case of sub-exponential mixing.
• Estimation of the convergence rate of the solution to an equation, perturbed by periodical ``physical white noise, using the solution of the corresponding Itô's equation
• On the rate of convergence of solution of differential equation disturbed by ``physical white noise to a solution of appropriate diffusion equation. Exponential mixing
• On estimate of the rate of convergence of solution to ordinary differential equation disturbed by physical white noise and solution of the corresponding Ito's equation. I.
• 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. I

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