On convergence of 1D Markov diffusions to heavy-tailed invariant density

zbMath1415.60066arXiv1807.10351MaRDI QIDQ4966582

Alexander Yu. Veretennikov, Oxana A. Manita

Publication date: 26 June 2019

Full work available at URL: https://arxiv.org/abs/1807.10351

zbMATH Keywords

heavy tailsfast convergenceinvariant distribution1D diffusion

Mathematics Subject Classification ID

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

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