Yet again on polynomial convergence for SDEs with a gradient-type drift
Probability
2017-07-25 v2
Abstract
Bounds on convergence rate to the invariant distribution for a class of stochastic differential equations (SDEs) with a gradient-type drift are obtained.
Keywords
Cite
@article{arxiv.1706.09374,
title = {Yet again on polynomial convergence for SDEs with a gradient-type drift},
author = {Alexander Uglov and Alexander Veretennikov},
journal= {arXiv preprint arXiv:1706.09374},
year = {2017}
}
Comments
9 pages, 11 references