Abstract
The coupling method is well fitted to be used in the study of the asymptotics of one-dimensional diffusion processes. We give an elementary proof of Orey's theorem in the recurrent case, and establish rate results for tendency towards equilibrium under moment conditions on the speed measure and the initial distributions.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference11 articles.
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2. Uniform rates of convergence for Markov chain transition probabilities
3. The Tail $\sigma$-Field of Time-Homogeneous One-Dimensional Diffussion Process
Cited by
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