Rates of convergence to the stationary distribution for k-dimensional diffusion processes
- 1 June 1986
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 23 (2) , 370-384
- https://doi.org/10.2307/3214180
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
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