Title of article :
On polynomial mixing bounds for stochastic differential equations
Author/Authors :
Veretennikov، A. Yu. نويسنده , , A.Yu.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
Polynomial bounds for the coefficient of β-mixing are established for diffusion processes under weak recurrency assumptions. The method is based on direct evaluations of the moments and certain functionals of hitting-times of the process and on the change of time.
Keywords :
Mixing , Polynomial convergence , SDES , Hitting times
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications