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Rates of convergence to the stationary distribution for k-dimensional diffusion processes

Published online by Cambridge University Press:  14 July 2016

P. L. Davies
P. L. Davies*
Affiliation:
Universität–GHS Essen
*
∗Postal address: Universität–GHS–Essen, Fachbereich 6, Mathematik, D-4300 Essen, W. Germany.
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Abstract

Using a coupling technique, rates of convergence in total variation of certain k -dimensional diffusion processes to the stationary distribution are obtained. The results place assumptions only on the coefficients of the elliptic differential operator governing the diffusion.

Keywords

MULTIDIMENSIONAL DIFFUSIONSCOUPLING
Type
Research Paper
Information
Journal of Applied Probability , Volume 23 , Issue 2 , June 1986 , pp. 370 - 384
Copyright
Copyright © Applied Probability Trust 1986 

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