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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
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Citations: View citations in EconPapers (33)

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