multidimensional diffusions
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Improved local approximation for multidimensional diffusions: The G-rates

2021 ◽  
Vol 101 ◽  
pp. 13-38
Author(s):  
S. Bodnarchuk ◽  
D. Ivanenko ◽  
A. Kohatsu-Higa ◽  
A. Kulik
Keyword(s):  
Local Approximation ◽  
Multidimensional Diffusions

scholarly journals On optimal stopping of multidimensional diffusions

2019 ◽  
Vol 129 (7) ◽  
pp. 2561-2581 ◽  
Author(s):  
Sören Christensen ◽  
Fabián Crocce ◽  
Ernesto Mordecki ◽  
Paavo Salminen
Keyword(s):  
Optimal Stopping ◽  
Multidimensional Diffusions

ON THE SPEED OF CONVERGENCE OF MULTIDIMENSIONAL DIFFUSIONS TO EQUILIBRIUM

2012 ◽  
Vol 12 (01) ◽  
pp. 1150003 ◽  
Author(s):  
RABI BHATTACHARYA ◽  
ARAMIAN WASIELAK
Keyword(s):  
Markov Processes ◽  
Continuous Time ◽  
Rates Of Convergence ◽  
Speed Of Convergence ◽  
Discrete Parameter ◽  
Return Times ◽  
Coupling Techniques ◽  
Multidimensional Diffusions ◽  
New Criteria

We obtain new criteria for polynomial rates of convergence of ergodic multidimensional diffusions to equilibrium. For this, (1) a method is provided for adapting to continuous-time Markov processes coupling techniques for discrete parameter Harris processes, and (2) estimates of moments of return times to a ball are derived.

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