On polynomial mixing bounds for stochastic differential equations
暂无分享,去创建一个
[1] J. Lamperti. Criteria for stochastic processes II: Passage-time moments , 1963 .
[2] N. V. Krylov,et al. On Itô’s Stochastic Integral Equations , 1969 .
[3] A. Veretennikov. On Strong and Weak Solutions of One-Dimensional Stochastic Equations with Boundary Conditions , 1982 .
[4] R. J. Williams,et al. Passage-time moments for continuous non-negative stochastic processes and applications , 1996, Advances in Applied Probability.
[5] E. Nummelin. General irreducible Markov chains and non-negative operators: Preface , 1984 .
[6] A. Veretennikov,et al. Large Deviations for Discrete-Time Processes with Averaging , 1993 .
[7] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[8] M. Menshikov,et al. Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant , 1996 .
[9] N. Krylov,et al. A CERTAIN PROPERTY OF SOLUTIONS OF PARABOLIC EQUATIONS WITH MEASURABLE COEFFICIENTS , 1981 .
[10] Tails of passage-times and an application to stochastic processes with boundary reflection in wedges , 1997 .
[11] R. Iasnogorodski,et al. General Criteria of Integrability of Functions of Passage-Times for Nonnegative Stochastic Processes and Their Applications , 1999 .
[12] P. A. Nze. Critères d'ergodicité de modèles markoviens : estimation non paramétrique sous des hypothèses de dépendance faible , 1994 .
[13] R. Tweedie,et al. Subgeometric Rates of Convergence of f-Ergodic Markov Chains , 1994, Advances in Applied Probability.
[14] R. Khasminskii. Stochastic Stability of Differential Equations , 1980 .
[15] A. Veretennikov,et al. Bounds for the Mixing Rate in the Theory of Stochastic Equations , 1988 .