Convergence rate of some semi-groups to their invariant probability

H. Ganidis, B. Roynette and F. Simonot

Stochastic Processes and their Applications, 1999, vol. 79, issue 2, 243-263

Abstract: Let us consider the following stochastic differential equation:where (Bt)t[greater-or-equal, slanted]0 is a d-dimensional brownian motion starting at 0 and b a function from to which is a gradient field. We aim at studying the convergence rate of the semi-group associated to (E) to its invariant probability.

Date: 1999
References: View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(98)00084-2
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:79:y:1999:i:2:p:243-263

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 ().