On polynomial mixing bounds for stochastic differential equations
Alexander Veretennikov
Stochastic Processes and their Applications, 1997, vol. 70, issue 1, 115-127
Abstract:
Polynomial bounds for the coefficient of [beta]-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: SDEs; Mixing; Hitting; times; Polynomial; convergence (search for similar items in EconPapers)
Date: 1997
References: View complete reference list from CitEc
Citations: View citations in EconPapers (33)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(97)00056-2
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:70:y:1997:i:1:p:115-127
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().