BOUNDS FOR THE MIXING RATE IN THE THEORY OF STOCHASTIC-EQUATIONS

被引:45
作者
VERETENNIKOV, AY
机构
关键词
D O I
10.1137/1132036
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:273 / 281
页数:9
相关论文
共 15 条
[1]  
DAVYDOV YA, 1973, THEOR PROBAB APPL, V18, P312
[2]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[3]  
Dynkin EB., 2006, THEORY MARKOV PROCES
[4]   MAXIMAL COUPLING FOR MARKOV CHAINS [J].
GRIFFEATH, D .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1975, 31 (02) :95-106
[5]  
Ibragimov I., 1971, INDEPENDENT STATIONA
[6]  
KHASMINSKII RZ, 1969, STABILITY SYSTEMS DI
[7]  
Krylov N.V., 1973, IZV AKAD NAUK SSSR M, V37, P691
[8]  
Krylov N.V, 1985, STATISTICS CONTROL S, P214
[9]   ON ITOS STOCHASTIC INTEGRAL EQUATIONS [J].
KRYLOV, NV .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (02) :330-&
[10]  
KRYLOV NV, 1980, IZV AKAD NAUK SSSR M, V44, P161