Yet again on polynomial convergence for SDEs with a gradient-type drift

Aleksandr Sergeevich Uglov, A. Yu. Veretennikov

Publication date: 28 June 2017

Abstract: Bounds on convergence rate to the invariant distribution for a class of stochastic differential equations (SDEs) with a gradient-type drift are obtained.

Mathematics Subject Classification ID

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

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