Mixing rates for the Euler scheme for stochastic difference equations

MaRDI QIDQ886575zbMATH OpenFDO

Authors S. A. Klokov, A. Yu. Veretennikov

Publication date 27 June 2007

Published in Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

Cited in

(1)

• On mixing and convergence rates for a family of Markov processes approximating SDEs

This page was built for publication: Mixing rates for the Euler scheme for stochastic difference equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q886575)