Note on local mixing techniques for stochastic differential equations

DOI10.15559/21-VMSTA174zbMath1479.60116arXiv2010.09833OpenAlexW3136193548WikidataQ115235347 ScholiaQ115235347MaRDI QIDQ2240080

Alexander Yu. Veretennikov

Publication date: 5 November 2021

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.09833

zbMATH Keywords

SDEslocal mixing

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25)

Cites Work

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• Lower bounds for densities of uniformly elliptic random variables on Wiener space
• Harnack's inequality for elliptic equations and the Hölder property of their solutions
• On convergence rates for homogeneous Markov chains
• Markov Chains and Stochastic Stability
• A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS
• ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES

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