On coupling of diffusion processes
- 1 March 1983
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 20 (1) , 82-93
- https://doi.org/10.2307/3213722
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.Keywords
This publication has 6 references indexed in Scilit:
- On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusionsProbability Theory and Related Fields, 1980
- The Tail $\sigma$-Field of Time-Homogeneous One-Dimensional Diffussion ProcessThe Annals of Probability, 1979
- A note on coupling of birth and death processesJournal of Applied Probability, 1979
- Uniform rates of convergence for Markov chain transition probabilitiesProbability Theory and Related Fields, 1974
- Stochastische DifferentialgleichungenPublished by Walter de Gruyter GmbH ,1971
- Ergodic property of recurrent diffusion processes.Journal of the Mathematical Society of Japan, 1958