Various Limiting Criteria for Multidimensional Diffusion Processes
Author | : |
Publisher | : |
Total Pages | : 148 |
Release | : 2009 |
ISBN-10 | : OCLC:659753404 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Various Limiting Criteria for Multidimensional Diffusion Processes written by and published by . This book was released on 2009 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this dissertation we consider several limiting criteria forn-dimensional diffusion processes defined as solutions of stochasticdifferential equations. Our main interest is in criteria for polynomialand exponential rates of convergence to the steady state distributionin the total variation norm. Resulting criteria should place assumptionsonly on the coefficients of the elliptic differentialoperator governing the diffusion. Coupling of Harris chains is one of the main methods employed in thisdissertation.