Mixing rates for the Euler scheme for stochastic difference equations

zbMath1282.65022MaRDI QIDQ886575

S. A. Klokov, Alexander Yu. Veretennikov

Publication date: 27 June 2007

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

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On mixing and convergence rates for a family of Markov processes approximating SDEs

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