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- W4287637112 abstract "This paper discusses several techniques which may be used for applying the coupling method to solutions of stochastic differential equations (SDEs). They all work in dimension $dge 1$, although, in $d=1$ the most natural way is to use intersections of trajectories, which requires nothing but strong Markov property and non-degeneracy of the diffusion coefficient. In dimensions $d>1$ it is possible to use embedded Markov chains either by considering discrete times $n=0,1,ldots$, or by arranging special stopping time sequences and to use local Markov -- Dobrushin's (MD) condition. Further applications may be based on one or another version of the MD condition. For studies of convergence and mixing rates the (Markov) process must be strong Markov and recurrent; however, recurrence is a separate issue which is not discussed in this paper." @default.
- W4287637112 created "2022-07-25" @default.
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- W4287637112 date "2020-10-19" @default.
- W4287637112 modified "2023-09-27" @default.
- W4287637112 title "Note on local mixing techniques for stochastic differential equations" @default.
- W4287637112 doi "https://doi.org/10.48550/arxiv.2010.09833" @default.
- W4287637112 hasPublicationYear "2020" @default.
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