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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 2000 Volume 45, Issue 1, Pages 163–166 (Mi tvp329)
This article is cited in 9 papers

Short Communications

On polynomial mixing for SDEs with a gradient-type drift

A. Yu. Veretennikov

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: Convergence rate to an invariant distribution and rate of mixing is estimated for a class of stochastic differential equations with nonregular coefficients.

Keywords: stochastic differential equation, mixing, gradient-type drift, Harnack inequality.

Received: 20.11.1997

DOI: 10.4213/tvp329


 English version: Theory of Probability and its Applications, 2001, 45:1, 160–164

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