Rates of convergence to the stationary distribution for k-dimensional diffusion processes

DOI10.2307/3214180zbMath0602.60068OpenAlexW2067587733MaRDI QIDQ3738353

Laurie Davies

Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214180

zbMATH Keywords

convergence ratesstationary distributionelliptic operatortotal variation normcoupling argumentmultidimensional diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (5)

ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM ⋮ Sub-exponential rate of convergence to equilibrium for processes on the half-line ⋮ Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes ⋮ Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line ⋮ Stationary distributions and convergence for Walsh diffusions

This page was built for publication: Rates of convergence to the stationary distribution for k-dimensional diffusion processes