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arXiv · 1706.09374

Yet again on polynomial convergence for SDEs with a gradient-type drift

Alexander Uglov·Alexander Veretennikov
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Abstract

Bounds on convergence rate to the invariant distribution for a class of stochastic differential equations (SDEs) with a gradient-type drift are obtained.

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Alexander Uglov, Alexander Veretennikov. 2017-07-23. Yet again on polynomial convergence for SDEs with a gradient-type drift. https://arxiv.org/abs/1706.09374

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