N. Abourashchi, A. Yu. Veretennikov, “On stochastic averaging and mixing”, Theory Stoch. Process., 2010, том 16(32), выпуск 1,страницы 111

On stochastic averaging and mixing

N. Abourashchi^a, A. Yu. Veretennikov^ba

^a University of Leeds
^b Institute of Information Transmission Problems, Moscow, Russia

Аннотация: The text contains a review and new results on stochastic averaging via mixing bounds.

Ключевые слова: Stochastic averaging, mixing bounds, Girsanov transformation, Lyapunov function, hitting time bounds.

MSC: 60J25, 37A25

Язык публикации: английский