Note on local mixing techniques for stochastic differential equations
The paper discusses several techniques which may be used for applying the coupling method to solutions of stochastic differential equations (SDEs). The coupling techniques traditionally consist of two components: one is local mixing, the other is recurrence. Often in the articles they do not split....
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| Format: | Article |
| Language: | English |
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VTeX
2021-03-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://www.vmsta.org/doi/10.15559/21-VMSTA174 |