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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. Akad. Nauk SSSR Ser. Mat., 1988 Volume 52, Issue 5, Pages 899–908 (Mi im1210)

This article is cited in 7 papers

On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations

A. Yu. Veretennikov


Abstract: Exponential estimates are obtained for the strong mixing coefficient and the coefficient of complete regularity for diffusion processes with degenerate diffusion that are stable in a certain sense. An averaging principle for Itô stochastic equations is obtained with the help of these estimates.
Bibliography: 15 titles.

UDC: 519.2

MSC: Primary 60H15, 35H05, 60J60; Secondary 47A35

Received: 22.07.1986


 English version:
Mathematics of the USSR-Izvestiya, 1989, 33:2, 221–231

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