ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM

DOI10.1142/S0219493712003638zbMath1325.60126OpenAlexW1965328092MaRDI QIDQ2888808

Aramian Wasielak, Rabi N. Bhattacharya

Publication date: 4 June 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493712003638

zbMATH Keywords

equilibriumcouplinginvariant probabilitymulti-dimensional diffusionspolynomial convergence rates

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites Work

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