On polynomial mixing bounds for stochastic differential equations

Polynomial bounds for the coefficient of [beta]-mixing are established for diffusion processes under weak recurrency assumptions. The method is based on direct evaluations of the moments and certain functionals of hitting-times of the process and on the change of time.

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Year of publication:	1997
Authors:	Veretennikov, A. Yu.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 70.1997, 1, p. 115-127
Publisher:	Elsevier
Keywords:	SDEs Mixing Hitting times Polynomial convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873808