Geometric ergodicity of discrete-time approximations to multivariate diffusions

DOI10.3150/bj/1066223276zbMath1044.60067OpenAlexW1988956588MaRDI QIDQ1431539

Niels Richard Hansen

Publication date: 10 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1066223276

zbMATH Keywords

Markov chainsstochastic differential equationsgeometric ergodicityLangevin diffusionsgeometric drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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