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On coupling of diffusion processes

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Publication:4748937
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DOI10.2307/3213722zbMath0511.60072OpenAlexW2333618760MaRDI QIDQ4748937

Torgny Lindvall

Publication date: 1983

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

Full work available at URL: https://doi.org/10.2307/3213722

zbMATH Keywords

ergodic theoremcouplingsfirst hitting timeconvergence speed results


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)


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ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM, Nonlinearity and temporal dependence, Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions, Coupling and ergodic theorems for Fleming-Viot processes



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