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Rates of convergence to the stationary distribution for k-dimensional diffusion processes
P. L. Davies
Journal:

Journal of Applied Probability / Volume 23 / Issue 2 / June 1986

Published online by Cambridge University Press:

14 July 2016, pp. 370-384

Print publication:

June 1986
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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.

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