Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise-Reference-Cited by-同舟云学术

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise

Published:2002-10 Issue:2 Volume:101 Page:185-232
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Mattingly J.C.,Stuart A.M.,Higham D.J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference44 articles.

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3. The Malliavin Calculus;Bell,1987

4. Exponential and uniform ergodicity of Markov processes;Down;Ann. Probab.,1995

5. Stochastic Calculus, A Practical Introduction;Durrett,1996

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