On polynomial mixing for SDEs with a gradient-type drift (Q2752976)
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scientific article; zbMATH DE number 1665910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On polynomial mixing for SDEs with a gradient-type drift |
scientific article; zbMATH DE number 1665910 |
Statements
22 October 2001
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stochastic differential equations
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gradient type drift
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0.9196688
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0.90257883
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0.8833424
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0.8787151
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On polynomial mixing for SDEs with a gradient-type drift (English)
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The convergence rate to an invariant distribution is analyzed, and the rate of mixing is estimated for a stochastic differential equation with nonregular coefficients in the drift. There are stated and proved two theorems, and the estimates of the moments associated with the solution of the original equation are based on an adequate stochastic and scalar differential equation. The paper is recommended to those working with ergodic properties related to stochastic differential equations.
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